Stochastic Models and Option Values by D Lund
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.-
Quantifying Consumer Preferences
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The Asian Economy and Asian Money
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Current Issues in Health Economics
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Health Econometrics
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Handbook of Microsimulation Modelling
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Cognitive Economics
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European Union and the Euro Revolution
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New Directions in Macromodelling
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Environmental Policy, International Trade and Factor Markets
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Measuring Market Power
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Lifetime Income Distribution and Redistribution
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European Economic Integration
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Labor Market Contracts and Institutions
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Agricultural Markets
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Designing the New European Union
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Nonlinear Time Series Analysis of Business Cycles
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Regional Science Perspectives in Economic Analysis
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The Political Economy of Antitrust
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The Political Economy of Policy Reform
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Patent Activity and Technical Change in US Industries
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Functional Structure and Approximation in Econometrics
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Modelling the Riskiness in Country Risk Ratings
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Population Change, Labor Markets and Sustainable Growth
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Measuring the Demand for Environmental Quality
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Government for the Future
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The Peace Dividend
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An Input-output Analysis of European Integration
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Competition Policies in Europe
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Macroeconomic Modelling and Policy Implications
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The Personal Income Tax
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Optimal Growth Economics
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Fostering Productivity
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Economics of the Arts
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Empirical Measurement and Analysis of Productivity and Technological Change
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Political Economy of Government Debt
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Panel Data and Labour Market Dynamics
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Economics, Econometrics and the LINK
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Methods and Applications of Economic Dynamics
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Economics of Art and Culture
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Structural Models of Wage and Employment Dynamics
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Fighting Corruption in the Public Sector
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The Economics of Time Use
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Technological Change and the Dynamics of Industries
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Explaining Growth in the Middle East
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Tourism, Trade and National Welfare
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Environmental Taxation and the Double Dividend
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Dynamic General Equilibrium Modelling for Forecasting and Policy
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Mimicing Tax Policies and the Labour Market
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Trade, Growth and Development
.. well written and high quality contributions European Journal of Operational Research
| SKU | Unavailable |
| ISBN 13 | 9780444886309 |
| ISBN 10 | 0444886303 |
| Title | Stochastic Models and Option Values |
| Author | D Lund |
| Series | Contributions To Economic Analysis |
| Condition | Unavailable |
| Binding Type | Hardback |
| Publisher | Emerald Publishing Limited |
| Year published | 1991-06-04 |
| Number of pages | 312 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |