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Stochastische Integration (English, Michael Hoffmann)
Springer Spektrum

Stochastische Integration (English, Michael Hoffmann)

by Michael Hoffmann

Publisher: Springer Spektrum

Language: English

3,508

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Specifications

PublisherSpringer Spektrum
LanguageEnglish
ISBN-139783658141318
ISBN-10365814131X
AuthorMichael Hoffmann

Product Description

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

Book Insights

What You'll Learn

  • ·In-depth exploration of topics covered in Stochastische Integration
  • ·Key concepts explained with clarity and practical examples
  • ·Insights valuable for anyone studying or working in Springer Spektrum

Who Should Read This

Students and professionals interested in Springer Spektrum, as well as general readers looking to expand their knowledge.

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Who is the author of Stochastische Integration?
Stochastische Integration is authored by Michael Hoffmann.
Who published Stochastische Integration?
Stochastische Integration is published by Springer Spektrum.
How many pages does Stochastische Integration have?
Page count information for Stochastische Integration is available in the specifications section of this page.
How long does it take to read Stochastische Integration?
At an average reading speed of 250 words per minute, reading Stochastische Integration takes a few hours to a few days depending on reading pace.
What is Stochastische Integration about?
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 verallgemeinert...
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Whether Stochastische Integration is suitable for beginners depends on your background in Springer Spektrum. Review the product description and specifications above for details on the target audience and difficulty level.
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