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Finanzderivate mit MATLAB®

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Cover of 'Finanzderivate mit MATLAB®'

Table of Contents

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    Book Overview
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    Chapter 1 Einleitung
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    Chapter 2 Grundlagen
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    Chapter 3 Die Binomialmethode
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    Chapter 4 Die Black-Scholes-Gleichung
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    Chapter 5 Die Monte-Carlo-Methode
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    Chapter 6 Numerische Lösung parabolischer Differentialgleichungen
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    Chapter 7 Numerische Lösung freier Randwertprobleme
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    Chapter 8 Einige weiterführende Themen
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    Chapter 9 Eine kleine Einführung in MATLAB
Attention for Chapter 5: Die Monte-Carlo-Methode
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