Stochastic Models and Option Values

Name: Stochastic Models and Option Values
Brand: Emerald Publishing Limited
SKU: 9780444886309
Price: 4257 CZK
Availability: InStock

Applications to Resources, Environment and Investment Problems

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

Jazyk:

Vazba: Pevná

Vydavatel: Emerald Publishing Limited

Dostupnost: Skladem u dodavatele

Odesíláme za 10-18 dnů

4 257 Kč

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

Informace o knize

Autor

Bernt Oksendal, D. Lund, B. Oksendal

Jazyk

Angličtina

Vazba

Kniha - Pevná

Vydáno

1991

Stránek

312

EAN

9780444886309

ISBN

0444886303

Enbook ID

04612599

Vydavatel

Emerald Publishing Limited

Hmotnost

616

Rozměry

156 x 234 x 20

Kompletní 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

Informace o knize

Kompletní popis

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Zákaznicí kteří koupili tuto knihu koupili také