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Einfhrung in die Diskrete Finanzmathematik

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Brand
Springer Nature
Manufacturer
N/A
Part Number
0
GTIN
9783540292685
Condition
New
Product Description

Im vorliegenden Buch werden die wichtigsten Grundlagen der modernen Finanzmathematik im Rahmen endlicher Wahrscheinlichkeitsrume und unter Bercksichtigung endlich vieler Zeitpunkte dargestellt. Behandelte Themen sind unter anderem Ein- und Mehr-Perioden-Modelle, Portfoliotheorie, CAPM, Binomialbaum-Verfahren fr europische und amerikanische Standard-Optionen, Bercksichtigung von Dividendenzahlungen, ausgewhlte exotische Optionen, Black-Scholes-Formeln, Value at Risk, diskrete Stochastische Analysis sowie diskrete Stochastische Finanzmathematik. Zu allen Bewertungsverfahren werden Algorithmen angegeben, die leicht implementiert werden knnen. Das Buch kann damit im Rahmen eines Bachelor- oder Diplom-Studiengangs Finanz- oder Wirtschaftsmathematik verwendet werden, es mchte aber auch den Einstieg in die stetige Finanzmathematik erleichtern. Dank vieler Beispiele, Aufgaben mit Lsungen sowie einem Kapitel mit mathematischen Grundlagen sind die dargestellten Inhalte auch zum Selbststudium geeignet.

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