书目详细信息
： Investment decision-making using optional models /
书目信息 机读格式(MARC)
| ISBN： | 1786305224 |
|---|---|
| ISBN： | 9781786305220 |
| 编目源： | YDX YDX OCLCQ YDXIT OCLCF |
| 个人名称： | Heller, David, |
| 题名： | Investment decision-making using optional models / David Heller. |
| 索书号： | F830.59/H477E |
| 载体形态： | xii, 175 pages : illustrations ; 25 cm. |
| 书目附注： | Includes bibliographical references and index. |
| 格式化内容附注： | Risk and Flexibility Integration in Valuation -- Optional Modeling of Investment Choices and Surplus Value Linked to the Option to Invest -- Data Generation Applied to Strategic and Operational Option Models -- Conclusion -- Appendices. Demonstration of the CRR Formula -- Stochastic Differential Calculus -- Test of the Black and Scholes Formula and Return on the Log-Normal Distribution -- Demonstration of the Black and Scholes Formula. |