Tell your friends about this item:
Markovprozesse und stochastische Differentialgleichungen: Vom Zufallsspaziergang zur Black-Scholes-Formel Ehrhard Behrends 2013 edition
Price
Íkr 4,279
excl. VAT
Ordered from remote warehouse
Expected delivery Sep 1 - 15
Get notified about new Ehrhard Behrends releases
Our customers say:
Add to your iMusic wish list
Markovprozesse und stochastische Differentialgleichungen: Vom Zufallsspaziergang zur Black-Scholes-Formel
Ehrhard Behrends
In den beiden letzten Kapiteln werden einige der grundlegenden Begriffe der Finanzmathematik eingeführt und es wird gezeigt, wie man Methoden der stochastischen Differentialgleichungen erfolgreich einsetzen kann, um Optionen korrekt zu bewerten (Black-Scholes-Formel).
146 pages, Bibliography; Illustrations, color; 19 Illustrations, black and white
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | December 7, 2012 |
| ISBN13 | 9783658009878 |
| Publishers | Springer Fachmedien Wiesbaden |
| Pages | 146 |
| Dimensions | 169 × 241 × 18 mm · 282 g |
| Language | German |
More by Ehrhard Behrends
Show all![Cover for Ehrhard Behrends · Elementare Stochastik: Ein Lernbuch - von Studierenden mitentwickelt (Paperback Book) [2013 edition] (2012)](https://imusic.b-cdn.net/images/item/original/390/9783834819390.jpg?ehrhard-behrends-2012-elementare-stochastik-ein-lernbuch-von-studierenden-mitentwickelt-paperback-book&class=scaled&v=1408601821)
![Cover for Ehrhard Behrends · Analysis Band 2: Ein Lernbuch (Paperback Book) [2nd 2., Akt. Aufl. 2007 edition] (2007)](https://imusic.b-cdn.net/images/item/original/029/9783834801029.jpg?ehrhard-behrends-2007-analysis-band-2-ein-lernbuch-paperback-book&class=scaled&v=1574165266)
![Cover for Ehrhard Behrends · Mass- Und Integrationstheorie - Hochschultext (Paperback Book) [German edition] (1987)](https://imusic.b-cdn.net/images/item/original/507/9783540178507.jpg?ehrhard-behrends-1987-mass-und-integrationstheorie-hochschultext-paperback-book&class=scaled&v=1593719064)
More from the same publisher
![Cover for Handbuch Anarchismus 1: Leben, Werke und Wirkungsgeschichte (Hardcover Book) [1. Aufl. 2021 edition] (2028)](https://imusic-static.b-cdn.net/images/missing-tall.png)
![Cover for Niklas Luhmann · Schriften zur Organisation 6: Kommentar • Verzeichnisse • Register von Ernst Lukas und Veronika Tacke (Hardcover Book) [1. Aufl. 2022 edition] (2027)](https://imusic.b-cdn.net/images/item/original/355/9783658234355.jpg?niklas-luhmann-2027-schriften-zur-organisation-6-kommentar-verzeichnisse-register-von-ernst-lukas-und-veronika-tacke-hardcover-book&class=scaled&v=1590392582)
![Cover for Patrick Ulrich · Governance, Compliance und Risikomanagement: Leitfaden fur wertschopfungsorientierte Unternehmensfuhrung (Paperback Book) [1. Aufl. 2021 edition] (2027)](https://imusic.b-cdn.net/images/item/original/959/9783658078959.jpg?patrick-ulrich-2027-governance-compliance-und-risikomanagement-leitfaden-fur-wertschopfungsorientierte-unternehmensfuhrung-paperback-book&class=scaled&v=1486362269)
![Cover for Boris Tolg · Computer science to the Point: Computer science for Life Sciences Students and Other Non-Computer Scientists (Paperback Book) [Second Edition 2026 edition] (2026)](https://imusic.b-cdn.net/images/item/original/257/9783658518257.jpg?boris-tolg-2026-computer-science-to-the-point-computer-science-for-life-sciences-students-and-other-non-computer-scientists-paperback-book&class=scaled&v=1780321489)
![Cover for Robert Jupner · Flood Emergency Management (Hardcover Book) [2nd Second 2026 edition] (2026)](https://imusic.b-cdn.net/images/item/original/590/9783658512590.jpg?robert-jupner-2026-flood-emergency-management-hardcover-book&class=scaled&v=1780321491)
![Cover for Michael Hilgers · Fuel Consumption and Consumption Optimization - Commercial Vehicle Technology (Paperback Book) [Third Edition 2027 edition] (2026)](https://imusic.b-cdn.net/images/item/original/122/9783662738122.jpg?michael-hilgers-2026-fuel-consumption-and-consumption-optimization-commercial-vehicle-technology-paperback-book&class=scaled&v=1780321470)
See all of Ehrhard Behrends ( e.g. Paperback Book and Book )