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Titlebook: Optimal Investment; L. C. G. Rogers Book 2013 Springer-Verlag Berlin Heidelberg 2013 91G10, 91G70, 91G80, 49L20, 65K15.Hamilton-jacobi-Bel

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书目名称Optimal Investment
编辑L. C. G. Rogers
视频video
概述Presents the main methods for solving stochastic optimal control problems arising in finance.Through a large number of worked problems, illustrates how to use a combination of analytic and numerical t
丛书名称SpringerBriefs in Quantitative Finance
图书封面Titlebook: Optimal Investment;  L. C. G. Rogers Book 2013 Springer-Verlag Berlin Heidelberg 2013 91G10, 91G70, 91G80, 49L20, 65K15.Hamilton-jacobi-Bel
描述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.
出版日期Book 2013
关键词91G10, 91G70, 91G80, 49L20, 65K15; Hamilton-jacobi-Bellman equation; Ito‘s formula; Optimal investment;
版次1
doihttps://doi.org/10.1007/978-3-642-35202-7
isbn_softcover978-3-642-35201-0
isbn_ebook978-3-642-35202-7Series ISSN 2192-7006 Series E-ISSN 2192-7014
issn_series 2192-7006
copyrightSpringer-Verlag Berlin Heidelberg 2013
The information of publication is updating

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2192-7006 es .that the book also covers. The final chapter assesses the relevance of many of the models in common use when applied to data.978-3-642-35201-0978-3-642-35202-7Series ISSN 2192-7006 Series E-ISSN 2192-7014
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ch occur on the surface of polar stratospheric clouds (PSCs) in the Antarctic winter show that far from being inert, ice is an important surface for heterogeneous atmospheric reactions [1]. Indeed, the majority of studies performed in the laboratory indicate that the availability of accessible water
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L. C. G. Rogers confined water, the basic structural and dynamic properties are often amenable to detailed study by modern computational and experimental techniques. As a result, the science is marked by molecular perceptions generated in these basic studies. However, lacking a flexible water potential that fully
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L. C. G. Rogers only the conventional reflectivity (.) and Doppler information are available. In this chapter we emphasise the application in an operational environment with a typical one-degree beam-width radar and a dwell time of about one-sixth of a second, so that it completes a PPI every minute and provides r
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L. C. G. Rogersquid/liquid interface. We found the computed interfacial properties to be unique and markedly different from the bulk properties. The potential of mean force and the transport mechanics of a CHC13 molecule across the CC1.-H.O interface were investigated using constrained molecular dynamics. The resu
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he potential energy surface of a given system. This level of theory does neglect several physical effects such as nonadiabatic couplings of electronic and nuclear motions or relativistic effects, but these effects would contribute much below the current uncertainties of both measurements and theory
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