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Optimal Investment
Paperback
Series: Springerbriefs in Quantitative Finance
ISBN13: 9783642352010
Publisher: Springer
Published: Jan 9 2013
Pages: 156
Weight: 0.53
Height: 0.38 Width: 6.07 Depth: 9.13
Language: English
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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