Finanzmathematik in Diskreter Zeit (English, Nicole Bäuerle | Ulrich Rieder)
by Nicole Bäuerle | Ulrich Rieder
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Book Details
Publisher
Springer Spektrum
Language
English
ISBN-13
9783662535301
ISBN-10
3662535300
Author
Nicole Bäuerle | Ulrich Rieder
About the Book
Dieses Lehrbuch bietet eine leicht verständliche Einführung in die moderne Finanzmathematik und erläutert grundlegende mathematische Konzepte der Optionsbewertung, der Portfolio-Optimierung und des Risikomanagements. Hierzu gehören die Preisbestimmung durch Arbitrageüberlegungen, die Preisbestimmung von amerikanischen Optionen über die Lösung optimaler Stopp-Probleme, die Bestimmung von optimalen Konsum- und Investitionsstrategien und Erwartungsw…
ISBN: 9783662535301
ISBN-13: 9783662535301
ISBN-10: 3662535300
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Product ID: isbn-9783662535301
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