Springer Spektrum
Stochastische Integration (English, Michael Hoffmann)
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Book Details
| ISBN-13 | 9783658141318 |
| ISBN-10 | 365814131X |
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
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