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Stochastische Integration
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Michael Hoffmann stellt auf leicht verstndliche Art und Weise die Grundlagen der stochastischen Analysis dar, d.h. die Begriffe der stochastischen Integration und der stochastischen Differentialgleichungen. Die gewonnene Theorie wird anschlieend 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 Spezialfall identifiziert wird. Das Werk ist besonders geeignet fr Studenten, die einen leichten Einstieg in die theoretischen Grundlagen der Finanzmathematik gewinnen mchten.
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