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Einführung in die numerische Berechnung von Finanzderivaten

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Cover of 'Einführung in die numerische Berechnung von Finanzderivaten'

Table of Contents

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    Book Overview
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    Chapter 1 Elemente der Finanzmodellierung
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    Chapter 2 Berechnung von Zufallszahlen
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    Chapter 3 Monte-Carlo-Simulation
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    Chapter 4 Finite Differenzen für Standardoptionen amerikanischen Typs
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    Chapter 5 Optionen auf zwei Assets und finite Elemente
Attention for Chapter 1: Elemente der Finanzmodellierung
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