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Finanzderivate Mit MATLAB: Mathematische Modellierung Und Numerische Simulation

Finanzderivate Mit MATLAB: Mathematische Modellierung Und Numerische Simulation

          
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About the Book

In der Finanzwelt ist der Einsatz von Finanzderivaten zu einem unentbehrlichen Hilfsmittel zur Absicherung von Risiken geworden. Dieses Buch richtet sich an Studierende der (Finanz-) Mathematik und der Wirtschaftswissenschaften im Hauptstudium, die mehr über Finanzderivate und ihre mathematische Behandlung erfahren möchten. Es werden moderne numerische Methoden vorgestellt, mit denen die entsprechenden Bewertungsgleichungen in der Programmierumgebung MATLAB gelöst werden können. Betrachtet werden Binomialmethoden, Monte-Carlo-Simulationen und Verfahren zur Lösung parabolischer Differentialgleichungen und freier Randwertprobleme. Auch auf neuere Entwicklungen wie die Bewertung von Zins- und Wetterderivaten wird eingegangen. MATLAB-Befehle und theoretische Hilfsmittel (aus der Stochastik) sind in die einzelnen Kapitel integriert, so dass keine Vorkenntnisse notwendig sind. Das Buch eignet sich hervorragend zum Selbststudium. Der Text wurde für die zweite Auflage gründlich überarbeitet und durch aktuelle Entwicklungen auf den Finanzmärkten ergänzt: u. a. Bewertung von Energiederivaten, die im Zuge der Liberalisierung der Energiemärkte entwickelt wurden - spezielle Kreditderivate, deren riskanter Umgang die Finanzkrise mit verursacht zu haben scheint- Adjusting Options, die in globalisierten Märkten von großer Bedeutung sind.


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Product Details
  • ISBN-13: 9783834808790
  • Publisher: Vieweg+teubner Verlag
  • Binding: Paperback
  • Height: 244 mm
  • No of Pages: 352
  • Series Title: German
  • Sub Title: Mathematische Modellierung Und Numerische Simulation
  • Width: 170 mm
  • ISBN-10: 3834808792
  • Publisher Date: 15 Jul 2010
  • Edition: 0002-2., Uberarb. U.
  • Language: German
  • Returnable: Y
  • Spine Width: 19 mm
  • Weight: 584 gr


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