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

Lund, Diderik:

ISBN 10: 0444886303 / ISBN 13: 9780444886309

Published by Amsterdam [u.a.] : North Holland, 1991,, 1991

About this Item

X, 301 S. : graph. Darst. In english language. Hardbound with title on spine and cover (no dust wrapper). Former library copy with inventory number pasted to spine in good to very good condition. Signature stamp on fl. endpaper and page edges. + + + In englischer Sprache. Originalpappeinband m. Rücken- und Deckelbetitelung (ohne Schutzumschlag). Ordentlich ausgesondertes Bibliotheksexemplar mit mont. Inventarnummer a. Rücken in guter bis sehr guter Erhaltung. Signatur-Stempel a. Vortitel und Schnitt. 0444886303 Werktäglicher Versand. Jede Lieferung m. ordentl. Rechnung und ausgew. MwSt. Der Versand erfolgt als Büchersendung / Einschreiben mit der Deutschen Post bzw. als Päckchen / Paket mit DHL. Die Lieferzeit ist abhängig von der Versandart und beträgt innerhalb Deutschlands 3-5 Tage, in der EU 5 - 12 Tage. KEIN Versand an Packstationen. Körperschaften und juristische Personen werden auf Wunsch per offener Rechnung beliefert. ***ATTENTION U.S. CUSTOMERS: Due to the new tariffs, we are unable to ship packages to the USA at this time. Thank you for understanding.*** Sprache: Englisch Gewicht in Gramm: 550.

Seller Inventory # 39735

Bibliographic Details

• Title: 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
• Publisher: Amsterdam [u.a.] : North Holland, 1991,
• Publication Date: 1991
• Language: English
• ISBN 10: 0444886303
• ISBN 13: 9780444886309
• Binding: Gebundene Ausgabe
• Condition: Gut
• Weight: 550 grams
• Seller catalogs:
  • Naturwissenschaften: Mathematik: Stochastik & S...

About this title

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.

Review

... well written and high quality contributions
European Journal of Operational Research