Picture 1 of 1
D. Lund Stochastic Models and Option Values (Hardback)
Another great item from Rarewaves USA | Free delivery!
Condition:
More than 10 available
Shipping:
Located in: 60502, United States
Delivery:
Varies
Returns:
Payments:
Shop with confidence
Seller information
- 97.7% positive feedback
Registered as a Business Seller
Seller assumes all responsibility for this listing.
eBay item number:335068311392
Item specifics
- Condition
- Book Title
- Stochastic Models and Option Values
- Publication Name
- Stochastic Models and Option Values : Applications to Resources, Environment and Investment Problems
- Title
- Stochastic Models and Option Values
- Subtitle
- Applications to Resources, Environment and Investment Problems
- Contributor
- Bernt Oksendal (Edited by)
- Format
- Hardcover
- EAN
- 9780444886309
- ISBN
- 9780444886309
- Publisher
- Emerald Publishing The Limited
- Genre
- Business & Finance
- Topic
- Science Nature & Math
- Release Year
- 1991
- Release Date
- 04/06/1991
- Language
- English
- Country/Region of Manufacture
- GB
- Item Height
- 234mm
- Item Length
- 156mm
- Item Width
- 20mm
- Item Weight
- 21.6 Oz
- Series
- Contributions to Economic Analysis Ser.
- Publication Year
- 1991
- Type
- Textbook
- Number of Pages
- 302 Pages
About this product
Product Information
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.
Product Identifiers
Publisher
Emerald Publishing The Limited
ISBN-10
0444886303
ISBN-13
9780444886309
eBay Product ID (ePID)
692792
Product Key Features
Publication Name
Stochastic Models and Option Values : Applications to Resources, Environment and Investment Problems
Format
Hardcover
Language
English
Series
Contributions to Economic Analysis Ser.
Publication Year
1991
Type
Textbook
Number of Pages
302 Pages
Dimensions
Item Weight
21.6 Oz
Additional Product Features
Series Volume Number
No. 200
Lc Classification Number
Hg4515.2.S76 1991
Table of Content
Introduction. Stochastic Models and Option Values: An Introduction. Stochastic Control Theory - A Brief Summary (B. Øksendal). Financial Option Theory Applied to Real Investment. The Price of Convenience and the Valuation of Commodity Contingent Claims (M.J. Brennan). Valuation of Long Term Oil-Linked Assets (R. Gibson and E. Schwartz). The Cost of a Promise to Develop an Oil Field within a Fixed Future Date (P. Bjerksund). Irreversibility and the Explanation of Investment Behavior (R.S. Pindyck). Financial and Non-financial Option Valuation. Stochastic Control and Dynamic Programming. Partial Investment (T. Ø. Kobila). The High Contact Principle as a Sufficiency Condition for Optimal Stopping (K.A. Brekke, B. Øksendal). Invariant Controls in Stochastic Allocation Problems (T.E. Olsen, G. Stensland). Shadow Prices in Stochastic Programming: Their Existence and Significance (S.D. FlÅm). Statistical Models of Natural Resource Exploitation. Estimating Structural Resource Models when Stock is Uncertain: Theory and its Application to Pacific Halibut (P. Berck, G. Johns). Optimal Decision with Reduction of Uncertainty over Time - An Application to Oil Production. Author index. Subject index.
Copyright Date
1991
Target Audience
Scholarly & Professional
Topic
Probability & Statistics / Stochastic Processes, Finance / General, Probability & Statistics / General, Investments & Securities / Analysis & Trading Strategies, Econometrics
Lccn
91-009901
Dewey Decimal
332/.01/5118
Dewey Edition
20
Illustrated
Yes
Genre
Business & Economics, Mathematics
Item description from the seller
Seller assumes all responsibility for this listing.
eBay item number:335068311392
Shipping and handling
Item does not ship to United States
Item location:
60502, United States
Ships to:
Albania, Algeria, American Samoa, Andorra, Angola, Anguilla, Antigua and Barbuda, Argentina, Armenia, Aruba, Azerbaijan Republic, Bahamas, Bahrain, Bangladesh, Belgium, Belize, Benin, Bermuda, Bolivia, Bosnia and Herzegovina, Botswana, British Virgin Islands, Bulgaria, Burkina Faso, Burundi, Cambodia, Cameroon, Cape Verde Islands, Cayman Islands, Central African Republic, Chad, Chile, China, Colombia, Comoros, Cook Islands, Costa Rica, Cyprus, Czech Republic, Côte d'Ivoire (Ivory Coast), Democratic Republic of the Congo, Denmark, Djibouti, Dominica, Dominican Republic, Ecuador, Egypt, El Salvador, Equatorial Guinea, Eritrea, Estonia, Ethiopia, Falkland Islands (Islas Malvinas), Fiji, Finland, Gabon Republic, Gambia, Georgia, Ghana, Gibraltar, Greece, Greenland, Grenada, Guam, Guatemala, Guernsey, Guinea, Guinea-Bissau, Guyana, Haiti, Honduras, Hong Kong, Hungary, Iceland, India, Indonesia, Iraq, Jamaica, Japan, Jersey, Jordan, Kazakhstan, Kenya, Kiribati, Kuwait, Kyrgyzstan, Latvia, Lebanon, Lesotho, Liberia, Liechtenstein, Lithuania, Luxembourg, Macau, Macedonia, Madagascar, Malawi, Malaysia, Maldives, Mali, Malta, Marshall Islands, Mauritania, Mauritius, Mayotte, Micronesia, Moldova, Monaco, Mongolia, Montenegro, Montserrat, Morocco, Mozambique, Namibia, Nauru, Nepal, Netherlands Antilles, New Zealand, Nicaragua, Niger, Nigeria, Niue, Norway, Oman, Pakistan, Palau, Panama, Papua New Guinea, Paraguay, Peru, Philippines, Poland, Portugal, Puerto Rico, Qatar, Republic of Croatia, Republic of the Congo, Romania, Rwanda, Saint Helena, Saint Kitts-Nevis, Saint Lucia, Saint Pierre and Miquelon, Saint Vincent and the Grenadines, San Marino, Saudi Arabia, Senegal, Serbia, Seychelles, Sierra Leone, Singapore, Slovakia, Slovenia, Solomon Islands, Somalia, South Africa, South Korea, Sri Lanka, Suriname, Svalbard and Jan Mayen, Swaziland, Sweden, Taiwan, Tajikistan, Tanzania, Thailand, Togo, Tonga, Trinidad and Tobago, Tunisia, Turkey, Turkmenistan, Turks and Caicos Islands, Tuvalu, Uganda, United Arab Emirates, Uruguay, Uzbekistan, Vanuatu, Vatican City State, Vietnam, Virgin Islands (U.S.), Wallis and Futuna, Western Sahara, Western Samoa, Worldwide, Zambia, Zimbabwe
Excludes:
Afghanistan, Australia, Austria, Barbados, Belarus, Bhutan, Brazil, Brunei Darussalam, France, French Guiana, French Polynesia, Germany, Guadeloupe, Ireland, Israel, Italy, Laos, Libya, Martinique, Mexico, Netherlands, New Caledonia, Reunion, Russian Federation, Spain, Switzerland, Ukraine, United Kingdom, United States, Venezuela, Yemen
| Handling time |
|---|
| Will usually ship within 7 business days of receiving cleared payment. |
| Taxes |
|---|
| Taxes may be applicable at checkout. Learn moreLearn more about paying tax on eBay purchases |
Sales tax for an item #335068311392
Sales tax for an item #335068311392
Seller collects sales tax for items shipped to the following provinces:
| Province | Sales Tax Rate |
|---|
Return policy
| After receiving the item, contact seller within |
|---|
| 30 days after the buyer receives it |
The buyer is responsible for return shipping costs.
Payment details
Payment methods
Popular categories from this store
Seller feedback (62,811)
c***i (257)- Feedback left by buyer.
Past month
Verified purchase
Fantastic seller! Great communication, fast delivery, secure packaging, item as described. Highly recommend!
r***3 (197)- Feedback left by buyer.
Past year
Verified purchase
Thank you to the seller for excellent ebay retail service in each and every way. Prompt response to sale and dispatch of the item described. Package received on time which was professionally packaged. Thanks .
t***r (262)- Feedback left by buyer.
Past month
Verified purchase
Multiple-repeat customer. As always, CD as described, for a good price, well packed and quickly shipped. Highly recommend.
Product ratings and reviews
More to explore:
- Value Tales Children's & Young Adults' Fiction Books,
- Random House Value Publishing Staff Nonfiction Paperbacks Books,
- Random House Value Publishing Staff Fiction Hardcover Books,
- Random House Value Publishing Staff Hardcover Illustrated Nonfiction Books,
- Random House Value Publishing Staff Fiction Fiction & Nonfiction Books,
- Random House Value Publishing Staff Nonfiction Fiction & Nonfiction Books,
- Random House Value Publishing Staff Nonfiction Books Fiction & in English,
- Random House Value Publishing Staff Nonfiction Random House Fiction & Books,
- Random House Value Publishing Staff Science Fiction Fiction Hardcovers Books,
- Models Magazines