American Put Options (Monographs and Surveys in Pure and Applied Mathematics No 84)

American Put Options (Monographs and Surveys in Pure and Applied Mathematics No 84)

By: Donna Salopek (author)Hardback

1 - 2 weeks availability

Description

An American put option gives its owner the right to sell a share of stock at a given specified price on or before a given date. This book provides a detailed comparison of recent works on the American put option from both theoretical and computational approaches.

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Contents

Introduction. Optimal Stopping and the American Put. Analytic Approximation of the American Put. Numerical Methods. Notation. Bibliography. Index.

Product Details

  • publication date: 15/03/1997
  • ISBN13: 9780582315945
  • Format: Hardback
  • Number Of Pages: 128
  • ID: 9780582315945
  • weight: 317
  • ISBN10: 0582315948

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