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Guide Optimal Investment (SpringerBriefs in Quantitative Finance)

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Peter Allman-Ward.

Springerbriefs In Quantitative Finance Series

Yiyong Feng Daniel P. Efthymios G.


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SPRINGER BOOK SERIES ON QUANTITATIVE FINANCE

New Releases. Description 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. Product details Format Paperback pages Dimensions x x 9.


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  • SpringerBriefs in Quantitative Finance.

Illustrations note 3 Illustrations, color; 41 Illustrations, black and white; X, p. Other books in this series. Optimal Investment L.

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Add to basket. Electricity Derivatives Rene Aid. Stochastic Optimization in Insurance Pablo Azcue. Back cover copy Readers of this book will learn how to solve a wide range of optimal investment problems arising in finance and economics. Table of contents Preface. Review Text From the book reviews: "This short book would be an excellent supplementary text for a course in quantitative finance or useful to researchers or practitioners looking for an overview of one of the foundations of modern quantitative finance. I really enjoyed reading this book. Review quote From the book reviews: "This short book would be an excellent supplementary text for a course in quantitative finance or useful to researchers or practitioners looking for an overview of one of the foundations of modern quantitative finance.

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