Click Here to Download: https://ouo.io/cMo0XK Optimal Investment By: L. C. G. Rogers Publisher: Springer Print ISBN: 9783642352010, 3642352014 eText ISBN: 9783642352027, 3642352022 Copyright year: 2013 Format: EPUB Available from $ 69.99 USD SKU 9783642352027 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.
