Stochastic Models and Option Values

Name: Stochastic Models and Option Values
Brand: Emerald Publishing Limited
SKU: 9780444886309
Price: 183.83 EUR
Availability: InStock

Applications to Resources, Environment and Investment Problems

Autor: Bernt Oksendal, D. Lund, B. Oksendal

Jazyk:

Väzba: Pevná

Vydavateľ: Emerald Publishing Limited

Dostupnosť: Skladom u dodávateľa

Odosielame za 10-18 dní

183.83 €

This book is a result of recent developments in several fields. Mathematicians, statisticians, finan...

Informácie o knihe

Autor

Bernt Oksendal, D. Lund, B. Oksendal

Jazyk

Angličtina

Väzba

Kniha - Pevná

Vydalo

1991

Stránok

312

EAN

9780444886309

ISBN

0444886303

Enbook ID

04612599

Vydavateľ

Emerald Publishing Limited

Hmotnosť

616

Rozmery

156 x 234 x 20

Kompletný popis

This book is a result of recent developments in several fields. Mathematicians, statisticians, finance theorists, and economists found several interconnections in their research. The emphasis was on common methods, although the applications were also interrelated. The main topic is dynamic stochastic models, in which information arrives and decisions are made sequentially. This gives rise to what finance theorists call option value, what some economists label quasi-option value. Some papers extend the mathematical theory, some deal with new methods of economic analysis, while some present important applications, to natural resources in particular.

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Stochastic Models and Option Values

Applications to Resources, Environment and Investment Problems

Informácie o knihe

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