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Optimal Consumption and Investment with Bankruptcy
Suresh P. Sethi
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Description for Optimal Consumption and Investment with Bankruptcy
Paperback. Num Pages: 448 pages, biography. BIC Classification: KCC; KFF; KFFM. Category: (P) Professional & Vocational. Dimension: 234 x 156 x 23. Weight in Grams: 688.
This book presents papers on continuous-time consumption investment models by Suresh Sethi and various co-authors. Sir Isaac Newton said that he saw so far because he stood on the shoulders of gi ants. Giants upon whose shoulders Professor Sethi and colleagues stand are Robert Merton, particularly Merton's (1969, 1971, 1973) seminal papers, and Paul Samuelson, particularly Samuelson (1969). Karatzas, Lehoczky, Sethi and Shreve (1986), henceforth KLSS, re produced here as Chapter 2, reexamine the model proposed by Mer ton. KLSS use methods of modern mathematical analysis, taking care to prove the existence of integrals, check the existence and (where appro ... Read more
This book presents papers on continuous-time consumption investment models by Suresh Sethi and various co-authors. Sir Isaac Newton said that he saw so far because he stood on the shoulders of gi ants. Giants upon whose shoulders Professor Sethi and colleagues stand are Robert Merton, particularly Merton's (1969, 1971, 1973) seminal papers, and Paul Samuelson, particularly Samuelson (1969). Karatzas, Lehoczky, Sethi and Shreve (1986), henceforth KLSS, re produced here as Chapter 2, reexamine the model proposed by Mer ton. KLSS use methods of modern mathematical analysis, taking care to prove the existence of integrals, check the existence and (where appro ... Read more
Product Details
Format
Paperback
Publication date
2012
Publisher
Springer-Verlag New York Inc. United States
Number of pages
448
Condition
New
Number of Pages
428
Place of Publication
New York, NY, United States
ISBN
9781461378716
SKU
V9781461378716
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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