Generalized Optimal Stopping Problems and Financial Markets

Dennis Wong (Autor)

Buch | Hardcover

128 Seiten

1996
CRC Press (Verlag)
978-0-582-30400-0 (ISBN)

Infos

Provides mathematicians and applied researchers with a well-developed framework in which option pricing can be formulated, and a natural transition from the theory of optimal stopping problems to the valuation of different kinds of options. With the introduction of generalized optimal stopping theory, a unifying approach to option pricing is presented.

Autor

Dennis Wong

Inhalt

1 Preliminary, 2 Optimal Stopping Problems, 3 Financial Markets, 4 Options - A General View, 5 Options - Constrained Exercise Times,

Produkt-Details

• Erscheint lt. Verlag: 7.11.1996
• Reihe/Serie: Chapman & Hall/CRC Research Notes in Mathematics Series
• Verlagsort: London
• Sprache: englisch
• Maße: 178 x 254 mm
• Gewicht: 235 g
• Themenwelt: Mathematik / Informatik ► Mathematik ► Angewandte Mathematik
• Themenwelt: Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung
• ISBN-10: 0-582-30400-8 / 0582304008
• ISBN-13: 978-0-582-30400-0 / 9780582304000
• Zustand: Neuware