Stochastic Models and Option Values Image close
Stochastic Models and Option Values on Hardback
Stochastic Models and Option Values on Hardback
Show Hide Adult Content
Stochastic Models and Option Values close

Business & Economics Books:

Home  
Books  
Business & Economics  
Economics  
Econometrics

Stochastic Models and Option Values

Applications to Resources, Environment and Investment Problems
Click to share your rating 0 ratings (0.0/5.0 average) Thanks for your vote!

Format:

Hardback
$648.00
Available from supplier

The item is brand new and in-stock with one of our preferred suppliers. The item will ship from a Mighty Ape warehouse within the timeframe shown.

Usually ships in 3-4 weeks
0 in Trolley
Free Delivery with Primate
Join Now

Free 14 day free trial, cancel anytime.

Buy Now, Pay Later with:

4 payments of $162.00 with Afterpay Learn more

6 weekly interest-free payments of $108.00 with Laybuy Learn more

Availability

Delivering to:

Estimated arrival:

  • Around 11-21 June using International Courier

Explore more Contributions to Economic Analysis

See all products in this series

Applied Financial Econometrics in e-Commerce on Hardback
$481.00
Applied Financial Econometrics in e-Commerce
Hardback
Available - Usually ships in 3-4 weeks
European Economic Integration on Hardback
$619.00
European Economic Integration
Hardback
Available - Usually ships in 3-4 weeks
Regional Science Perspectives in Economic Analysis on Hardback
$573.00
Regional Science Perspectives in Economic Analysis
Hardback
Available - Usually ships in 3-4 weeks
Panel Data Econometrics on Hardback
$517.00
Panel Data Econometrics
Hardback
Available - Usually ships in 3-4 weeks
The Economics of Innovation on Hardback by Roberto Cellini
$475.00
The Economics of Innovation
by Roberto Cellini ~ Hardback
Available - Usually ships in 3-4 weeks
Empirical Measurement and Analysis of Productivity and Technological Change on Hardback
$652.00
Empirical Measurement and Analysis of Productivity and Technological...
Hardback
Available - Usually ships in 3-4 weeks
The Creation and Analysis of Employer-employee Matched Data on Hardback
$725.00
The Creation and Analysis of Employer-employee Matched Data
Hardback
Available - Usually ships in 3-4 weeks
Structural Models of Wage and Employment Dynamics on Hardback
$546.00
Structural Models of Wage and Employment Dynamics
Hardback
Available - Usually ships in 3-4 weeks
Trade, Growth and Development on Hardback
$687.00
Trade, Growth and Development
Hardback
Available - Usually ships in 3-4 weeks
Nonlinear Time Series Analysis of Business Cycles on Hardback
$541.00
Nonlinear Time Series Analysis of Business Cycles
Hardback
Available - Usually ships in 3-4 weeks
Panel Data and Labour Market Dynamics on Hardback
$623.00
Panel Data and Labour Market Dynamics
Hardback
Available - Usually ships in 3-4 weeks
Essays in Index Number Theory on Hardback
$659.00
Essays in Index Number Theory
Hardback
Available - Usually ships in 3-4 weeks
Economics, Econometrics and the LINK on Hardback
$596.00
Economics, Econometrics and the LINK
Hardback
Available - Usually ships in 3-4 weeks
Competition Policies in Europe on Hardback
$582.00
Competition Policies in Europe
Hardback
Available - Usually ships in 3-4 weeks
Current Issues in Health Economics on Hardback
$474.00
Current Issues in Health Economics
Hardback
Available - Usually ships in 3-4 weeks
Methods and Applications of Economic Dynamics on Hardback
$586.00
Methods and Applications of Economic Dynamics
Hardback
Available - Usually ships in 3-4 weeks

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.
Release date NZ
June 4th, 1991
Audience
  • Professional & Vocational
Contributors
  • Edited by Bernt Oksendal
  • Edited by D. Lund
Pages
312
Dimensions
156x234x20
ISBN-13
9780444886309
Product ID
2830505

Customer reviews

Nobody has reviewed this product yet. You could be the first!

Write a Review

Marketplace listings

There are no Marketplace listings available for this product currently.
Already own it? Create a free listing and pay just 9% commission when it sells!

Sell Yours Here

Recommended for you

Recommended from your browsing history

Help & options

Filed under...

Books >
Business & Economics >
Economics >
Econometrics
Books >
Business & Economics >
Business & Management
Books >
Business & Economics >
Business & Management >
Management Techniques >
Operational research
Books >
Non-Fiction >
Maths & Science >
Mathematics >
Probability & statistics