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Generalized Optimal Stopping Problems and Financial Markets (Hardcover) Loot Price: R3,156
Discovery Miles 31 560
Repayment Terms: R296 pm x 12*
Generalized Optimal Stopping Problems and Financial Markets (Hardcover): Dennis Wong

Generalized Optimal Stopping Problems and Financial Markets (Hardcover)

Dennis Wong; Series edited by Robert J Elliott

Series: Chapman & Hall/CRC Research Notes in Mathematics Series

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Loot Price R3,156 Discovery Miles 31 560 | Repayment Terms: R296 pm x 12*

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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.

General

Imprint: Crc Press
Country of origin: United Kingdom
Series: Chapman & Hall/CRC Research Notes in Mathematics Series
Release date: November 1996
First published: 1996
Authors: Dennis Wong
Series editors: Robert J Elliott
Dimensions: 254 x 178 x 7mm (L x W x T)
Format: Hardcover
Pages: 128
ISBN-13: 978-0-582-30400-0
Categories: Books > Science & Mathematics > Mathematics > Probability & statistics
Books > Business & Economics > Finance & accounting > Finance > General
Books > Science & Mathematics > Mathematics > Applied mathematics > General
Books > Money & Finance > General
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LSN: 0-582-30400-8
Barcode: 9780582304000

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