COVID-19: Updates on library services and operations.

UofT Libraries is getting a new library services platform in January 2021.
Learn more about the change.

Generalised optimal stopping problems and financial markets /
Dennis Wong.
Harlow, Engl. : Addison Wesley Longman, 1996.
114 p. cm.
0582304008 (alk. paper)
More Details
Harlow, Engl. : Addison Wesley Longman, 1996.
0582304008 (alk. paper)
catalogue key
Includes bibliographical references.
A Look Inside
Main Description
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.
Table of Contents
Preliminaryp. 1
Optimal Stopping Problemsp. 19
Financial Marketsp. 59
Options - A General Viewp. 73
Options - Constrained Exercise Timesp. 79
Options - Constrained Portfolios in Mp. 101
Table of Contents provided by Blackwell. All Rights Reserved.

This information is provided by a service that aggregates data from review sources and other sources that are often consulted by libraries, and readers. The University does not edit this information and merely includes it as a convenience for users. It does not warrant that reviews are accurate. As with any review users should approach reviews critically and where deemed necessary should consult multiple review sources. Any concerns or questions about particular reviews should be directed to the reviewer and/or publisher.

  link to old catalogue

Report a problem