000			02354nam a22005537a 4500
001			sulb-eb0024461
003			BD-SySUS
005			20160413122441.0
007			cr nn 008mamaa
008			130109s2013 gw | s |||| 0|eng d
020			_a9783642352027 _9978-3-642-35202-7
024	7		_a10.1007/978-3-642-35202-7 _2doi
050		4	_aHB135-147
072		7	_aKF _2bicssc
072		7	_aMAT003000 _2bisacsh
072		7	_aBUS027000 _2bisacsh
082	0	4	_a519 _223
100	1		_aRogers, L. C. G. _eauthor.
245	1	0	_aOptimal Investment _h[electronic resource] / _cby L. C. G. Rogers.
264		1	_aBerlin, Heidelberg : _bSpringer Berlin Heidelberg : _bImprint: Springer, _c2013.
300			_aX, 156 p. 44 illus., 3 illus. in color. _bonline resource.
336			_atext _btxt _2rdacontent
337			_acomputer _bc _2rdamedia
338			_aonline resource _bcr _2rdacarrier
347			_atext file _bPDF _2rda
490	1		_aSpringerBriefs in Quantitative Finance, _x2192-7006
505	0		_aPreface -- The Merton Problem -- Variations -- Numerical Solution -- How Well Does It Work -- Index -- References.
520			_aReaders 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.
650		0	_aMathematics.
650		0	_aFinance.
650		0	_aEconomics, Mathematical.
650		0	_aNumerical analysis.
650		0	_aCalculus of variations.
650		0	_aProbabilities.
650	1	4	_aMathematics.
650	2	4	_aQuantitative Finance.
650	2	4	_aFinance, general.
650	2	4	_aNumerical Analysis.
650	2	4	_aCalculus of Variations and Optimal Control; Optimization.
650	2	4	_aProbability Theory and Stochastic Processes.
710	2		_aSpringerLink (Online service)
773	0		_tSpringer eBooks
776	0	8	_iPrinted edition: _z9783642352010
830		0	_aSpringerBriefs in Quantitative Finance, _x2192-7006
856	4	0	_uhttp://dx.doi.org/10.1007/978-3-642-35202-7
912			_aZDB-2-SMA
942			_2Dewey Decimal Classification _ceBooks
999			_c46553 _d46553