Stochastische Integration (English, Michael Hoffmann)
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Book Details
Publisher
Springer Spektrum
Language
English
ISBN-13
9783658141318
ISBN-10
365814131X
Author
Michael Hoffmann
About the Book
Michael Hoffmann stellt auf leicht verständliche Art und Weise die Grundlagen der stochastischen Analysis dar, d.h. die Begriffe der stochastischen Integration und der stochastischen Differentialgleichungen. Die gewonnene Theorie wird anschlie end 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 Spezialf…
ISBN: 9783658141318
ISBN-13: 9783658141318
ISBN-10: 365814131X
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Product ID: isbn-9783658141318
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