TY  - BOOK
AU  - Rogers,L.C.G.
ED  - SpringerLink (Online service)
TI  - Optimal Investment
T2  - SpringerBriefs in Quantitative Finance,
SN  - 9783642352027
AV  - HB135-147 
U1  - 519 23
PY  - 2013///
CY  - Berlin, Heidelberg
PB  - Springer Berlin Heidelberg, Imprint: Springer
KW  - Mathematics
KW  - Finance
KW  - Economics, Mathematical
KW  - Numerical analysis
KW  - Calculus of variations
KW  - Probabilities
KW  - Quantitative Finance
KW  - Finance, general
KW  - Numerical Analysis
KW  - Calculus of Variations and Optimal Control; Optimization
KW  - Probability Theory and Stochastic Processes
N1  - Preface -- The Merton Problem -- Variations -- Numerical Solution -- How Well Does It Work -- Index -- References
N2  - 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
UR  - http://dx.doi.org/10.1007/978-3-642-35202-7
ER  -