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Paperback Modellierung Derivater Finanzinstrumente: Theorie Und Implementierung [German] Book
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ISBN: 3834806803

ISBN13: 9783834806802

Modellierung Derivater Finanzinstrumente: Theorie Und Implementierung [German]

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Grundlegende Begriffe wie fehlendes Arbitrage, fairer Preis, vollst ndiger Markt und Martingal werden anhand von einem Markt mit einem risikolosen Bond und einer Aktie definiert. Anschlie end wird mit dem bergang zum zeitstetigen Modell die Black-Scholes Formel f r Optionen hergeleitet und die Faktoren zur praktischen Implementierung eingef hrt. Methoden der stochastischen Analysis wie die Ito-Formel werden abgeleitet und der klassische Ansatz nach...

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Math Mathematics Science & Math

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