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Finanzmathematik
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Moderne finanzmathematische Methoden sind eng mit der Theorie stochastischer Prozesse verbunden. Begriffe und Resultate dieser Theorie bis hin zur stochastischen Integration werden in diesem Lehrbuch in ihren Wechselbeziehungen zu finanzwirtschaftlichen Problemstellungen dargestellt. Auf der Grundlage von Vorkenntnissen der Wahrscheinlichkeitstheorie werden dem Leser die wesentlichen Methoden zur Analyse und Bewertung von Finanzderivaten vermittelt und damit ein vertieftes Verstndnis fr die Praxis der Finanzmrkte. Neu aufgenommen sind die Theorie unvollstndiger Mrkte und stochastischer Volatilittsmodelle, ferner die Darstellung von Sprungprozessen und von Marktmodellen mit Sprngen.
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