Optimal investment / L.C.G. Rogers.

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...

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Bibliographic Details

Online Access:	Full Text (via Springer)
Main Author:	Rogers, L. C. G.
Format:	eBook
Language:	English
Published:	Berlin ; New York : Springer, ©2013.
Series:	SpringerBriefs in quantitative finance.
Subjects:	Investment analysis > Mathematical models. Merton Model.