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Stochastic Models and Option Values: Applications to Resources, Environment and Investment Problems (Contributions to Economic Analysis, 200) - Hardcover
Synopsis
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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- PublisherEmerald Publishing Limited
- Publication date1991
- ISBN 10 0444886303
- ISBN 13 9780444886309
- BindingHardcover
- LanguageEnglish
- Number of pages312
- EditorLund D., Oksendal B.
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Stochastic Models and Option Values: applications to resources, environment and investment problems (Contributions to Economic Analysis, 200)
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Stochastic Models and Option Values: Applications to Resources, Environment and Investment Problems (Developments in Aquaculture and Fisheries Science)
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Stochastic Models and Option Values - Applications to Resources, Environment and Investment Problems. (= Contributions to Economic Analysis, Vol.200).
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Stochastic models and option values : applications to resources, environment and investment problems; [Papers presented at a conference organized by the Centre for Applied Research at the Department of Economics, Univ. of Oslo, and held at Loen, Norway in 1989] / ed. by Diderik Lund .; Contributions to economic analysis, 200
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Amsterdam [u.a.] : North Holland, 1991,, 1991
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Stochastic Models and Option Values
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Stochastic Models and Option Values
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Stochastic Models and Option Values: Applications to Resources, Environment and Investment Problems (Contributions to Economic Analysis, 200)
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ISBN 13: 9780444886309
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Stochastic Models and Option Values (Contributions to Economic Analysis)
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Stochastic Models and Option Values : Applications to Resources, Environment and Investment Problems
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Stochastic Models and Option Values
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Condition: New. InhaltsverzeichnisIntroduction. Stochastic Models and Option Values: An Introduction. Stochastic Control Theory - A Brief Summary (B. Oksendal). Financial Option Theory Applied to Real Investment. The Price of Convenience and the Valuati. Seller Inventory # 5916961
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