Further Details

Title: Stochastic Models and Option Values
Condition: New
Subtitle: Applications to Resources, Environment and Investment Problems
EAN: 9780444886309
ISBN: 9780444886309
Publisher: Elsevier Science Ltd
Format: Hardback
Release Date: 04/06/1991
Description: 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.
Language: English
Country/Region of Manufacture: GB
Item Height: 234mm
Item Length: 156mm
Item Width: 20mm
Item Weight: 616g
Contributor: D. Lund (Edited by), Bernt Oksendal (Edited by)
Genre: Business & Finance
Book Series: Contributions to Economic Analysis
Author: D. Lund
Topic: Science Nature & Math
Release Year: 1991

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