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l. c. g. rogers的圖書 |
$ 2102 電子書 | Optimal Investment
作者:L. C. G. Rogers 出版社:Springer Berlin Heidelberg 出版日期:2013-01-10 語言:英文 樂天KOBO - 金融與投資 - 來源網頁   看圖書介紹 |
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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.
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