New PDF release: Stochastische Integration: Eine Einführung in die

By Michael Hoffmann

Michael Hoffmann stellt auf leicht verständliche paintings und Weise die Grundlagen der stochastischen research dar, d.h. die Begriffe der stochastischen Integration und der stochastischen Differentialgleichungen. Die gewonnene Theorie wird anschließend dazu verwendet, das verallgemeinerte Black-Scholes-Modell zu definieren. Es folgt eine Diskussion zu Arbitrage und der Bewertung von Finanzderivaten, ehe das klassische Black-Scholes-Modell als Spezialfall identifiziert wird. Das Werk ist besonders geeignet für Studenten, die einen leichten Einstieg in die theoretischen Grundlagen der Finanzmathematik gewinnen möchten.

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Stochastische Integration: Eine Einführung in die Finanzmathematik (BestMasters) (German Edition) by Michael Hoffmann


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