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Grundlagen der modernen Finanzmathematik

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Brand
Springer Nature
Manufacturer
N/A
Part Number
0
GTIN
9783662630624
Condition
New
Product Description

Dieses kompakte Buch vermittelt bersichtlich, umfassend und gleichzeitig prgnant die stochastischen Grundlagen der modernen Finanzmathematik. Obwohl nur sehr wenige Grundkenntnisse vorausgesetzt werden, gewinnt der Leser trotzdem eine Vorstellung von den Hintergrnden und komplexen Zusammenhngen der Finanzmathematik (insbesondere in stetiger Zeit). Aufbauend auf den Grundlagen der Stochastik werden klassische Modelle in der Finanzmathematik eingefhrt sowie deren Strken und Schwchen aufgezeigt. Darber hinaus werden fortgeschrittene Zins- und Volatilittsmodelle sowie mgliche Kalibrierungs- und Bootstrapping-Methoden zur Anwendung in der Praxis aufgezeigt. Abschlieend werden die Auswirkungen der Finanzkrise 20072008 auf die Bewertung von Finanzinstrumenten und ganz aktuelle Fragestellungen wie OIS Discounting, Multi-Curve Bootstrapping, Valuation Adjustments, Margining und Auswirkungen der IBOR-Reform betrachtet.

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