LEADER 01965nam  2200517Ia 450 
001 9910741197903321
005 20200520144314.0
010   $a1-299-19789-2
010   $a3-642-35202-2
024 7 $a10.1007/978-3-642-35202-7
035   $a(OCoLC)824936095
035   $a(MiFhGG)GVRL6XGV
035   $a(CKB)3400000000102884
035   $a(MiAaPQ)EBC1082884
035   $a(EXLCZ)993400000000102884
100   $a20130123d2013      uy         0
101 0 $aeng
135   $aurun|---uuuua
181   $ctxt
182   $cc
183   $acr
200 10$aOptimal investment /$fL. C. G. Rogers
205   $a1st ed. 2013.
210   $aBerlin ;$aHeidelberg $cSpringer$dc2013
215   $a1 online resource (x, 156 pages) $cillustrations (some color)
225 0 $aSpringerBriefs in quantitative finance
300   $a"ISSN: 2192-7006."
300   $a"ISSN: 2192-7014 (electronic)."
311   $a3-642-35201-4 
320   $aIncludes bibliographical references and index.
327   $aPreface -- The Merton Problem -- Variations -- Numerical Solution -- How Well Does It Work -- Index -- References.
330   $aReaders of this book will learn how to solve a wide range of optimal investment problems arising in finance and economics. Starting from the fundamental Merton problem, many variants are presented and solved, often using numerical techniques that the book also covers. The final chapter assesses the relevance of many of the models in common use when applied to data.
410  0$aSpringerBriefs in quantitative finance.
606   $aInvestment analysis$xMathematical models
606   $aMerton Model
615  0$aInvestment analysis$xMathematical models.
615  0$aMerton Model.
676   $a300
700   $aRogers$b L. C. G$058631
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910741197903321
996   $aOptimal Investment$93553019
997   $aUNINA