American Put Options

American Put Options

Editorial Reviews
Book Description
Provides a detailed overview of recent works on the American put option from both theoretical and computational approaches. Describes Bachelier's model and Black-Scholes model. Presents Jacka's results on optimal stopping and the free boundary formulation.

Book Info
Provides a detailed overview of recent works on the American put option from both theoretical and computational approaches. Describes Bachelier's model and Black-Scholes model. Presents Jacka's results on optimal stopping and the free boundary formulation.

American Put Options,Donna Salopek,Chapman & Hall/CRC,0582315948,Applied,Business & Economics,Econometric models,Investments & Securities - General,Investments & Securities - Options,Mathematics,Options (Finance),Science/Mathematics,United States,Applied mathematics,Business mathematics,Finance,Mathematics / Applied

Books Info:

1. An Introduction to Continuous-Time Stochastic Processes Theory, Models, and Applications to Finance, Biology, and Medicine
2. An Introduction to Linear and Nonlinear Finite Element Analysis : A Computational Approach
3. Applied Analysis: Mathematical Methods in Natural Science
4. Applied and Computational Complex Analysis, Special Functions-Integral Transforms- Asymptotics-Continued Fractions (Wiley Classics Library)
5. Applied Multivariate Data Analysis : Volume II: Categorical and Multivariate Methods (Springer Texts in Statistics)
6. Asymptotic Theories for Plates and Shells
7. Boundary and Finite Elements: Theory and Problems
8. Boundary Value Problems and Integral Equations in Nonsmooth Domains (Lecture Notes in Pure and Applied Mathematics)
9. Combinatorial Aspects of Lie Superalgebras
10. Computational Algebra (Lecture Notes in Pure and Applied Mathematics)

Books Info

Recommended Books

1. Abyssinia 1867-1868: Artists on Campaign
2. Tips & Traps for Remodeling Your Kitchen
3. A FORWARD MOTION
4. Mathematics for Economic Analysis
5. Almost Shakespeare: Reinventing His Works for Cinema and Television
6. Agricultural Biotechnology : Opportunities for International Development
7. America in Theory
8. Analytical Mechanics
9. Absence
10. Apocalypse Array
11. About Track Laying: Guidelines for Dog Tracking Enthusiasts
12. 700 Traditional Patchwork Patterns CD-ROM and Book
13. A History of Clan Campbell : Volume 3: From the Restoration to the Present day
14. An Experiment With Time
15. Algae and Element Cycling in Wetlands