Springer Spektrum
Moderne Finanzmathematik - Theorie Und Praktische Anwendung Band 2 (English, Sascha Desmettre | Ralf Korn)
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Product Description
About the Book
Das vorliegende Buch und der zugehörige erste Band über Optionsbewertung und Portfolio-Optimierung geben eine gründliche Einführung in die Methoden und Prinzipien der modernen Finanzmathematik. Dieser zweite Band behandelt insbesondere Zinsmodellierung, Verallgemeinerungen des Black-Scholes-Modells zur realistischeren Modellierung von Aktienpreisen sowie Parameterschätzung und -kalibrierung. Um das Lesen und Verstehen aller Kapitel zu vereinfache…
ISBN: 9783658209995
Book Specifications
| ISBN-13 | 9783658209995 |
| ISBN-10 | 3658209992 |
| Publisher | Springer Spektrum |
| Category | Springer Spektrum |
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