Zuletzt erschienen
Quantitative Methods for Finance with Simulations I
Fundamental Concepts.- Financial Derivatives.- The Lebesgue Integral.- Basic Probability Theory.- Conditional Expectation.- Stochastic Processes.- Brownian Motion.- The Reflection Principle of Brownian Motion.- The Itô Integral.- The Itô Formula.- Girsanov’s Theorem.- Stochastic Differential Equations.- The Feynman Kac Theorem.- The Binomial Tree Method for Option Pricing.- The Black Scholes Merton Differential Equation.- The Martingale Method.- Pricing of Vanilla Options.- Pricing of Exotic Options.- American Options.- The Capital Asset Pricing Model.- Dynamic Programming.-...
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