Título :	Optimal Investment
Tipo de documento:	documento electrónico
Autores:	Rogers, L. C. G ; SpringerLink (Online service)
Editorial:	Berlin, Heidelberg : Springer Berlin Heidelberg
Fecha de publicación:	2013
Otro editor:	Imprint: Springer
Colección:	SpringerBriefs in Quantitative Finance, ISSN 2192-7006
Número de páginas:	X, 156 p. 44 illus., 3 illus. in color
Il.:	online resource
ISBN/ISSN/DL:	978-3-642-35202-7
Idioma :	Inglés (eng)
Palabras clave:	Mathematics  Finance  Economics,  Mathematical  Numerical  analysis  Calculus  of  variations  Probabilities  Quantitative  Finance,  general  Analysis  Variations  and  Optimal  Control;  Optimization  Probability  Theory  Stochastic  Processes
Clasificación:	51 Matemáticas
Resumen:	Readers 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
Nota de contenido:	Preface -- The Merton Problem -- Variations -- Numerical Solution -- How Well Does It Work -- Index -- References
En línea:	http://dx.doi.org/10.1007/978-3-642-35202-7
Link:	https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=32558

Optimal Investment [documento electrónico] / Rogers, L. C. G ; SpringerLink (Online service) . - Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2013 . - X, 156 p. 44 illus., 3 illus. in color : online resource. - (SpringerBriefs in Quantitative Finance, ISSN 2192-7006) .
ISBN : 978-3-642-35202-7
Idioma : Inglés (eng)

Palabras clave:	Mathematics  Finance  Economics,  Mathematical  Numerical  analysis  Calculus  of  variations  Probabilities  Quantitative  Finance,  general  Analysis  Variations  and  Optimal  Control;  Optimization  Probability  Theory  Stochastic  Processes
Clasificación:	51 Matemáticas
Resumen:	Readers 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
Nota de contenido:	Preface -- The Merton Problem -- Variations -- Numerical Solution -- How Well Does It Work -- Index -- References
En línea:	http://dx.doi.org/10.1007/978-3-642-35202-7
Link:	https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=32558