Springer Spektrum
Finanzmathematik in Diskreter Zeit (English, Nicole Bäuerle | Ulrich Rieder)
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Product Description
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
Book Specifications
| ISBN-13 | 9783662535301 |
| ISBN-10 | 3662535300 |
| Publisher | Springer Spektrum |
| Category | Springer Spektrum |
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