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Basiswissen: Stochastische Analysis und Anwendungen, Zinsentwicklungen und Grundzüge der Bewertung von Zins-Derivaten

In: Quantitative Finance

Author

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  • Gerhard Larcher

    (Universität Linz, Institut für Finanzmathematik)

Abstract

Zusammenfassung Bevor wir in Kapitel 10 dieses ersten Bandes dazu übergehen können, einige konkrete Fallbeispiele auf Basis unserer bisher bereitgestellten Basis-Techniken zu behandeln, benötigen wir dazu noch einige grundlegende Methoden aus weiteren Bereichen der Quantitative Finance. Diese Bereiche werden wir in den folgenden Kapiteln wirklich nur sehr oberflächlich streifen und wir werden uns hier wirklich nur die Kenntnisse aneignen, die für ein Grundwissen aus Quantitative Finance und Financial Engineering unumgänglich sind. Modernere Techniken und modernere Entwicklungen in diesen Bereichen werden erst im zweiten Band im Detail vorgestellt und studiert. In diesem Sinn werden wir in den nächsten drei Kapiteln drei zentrale Themen der Quantitative Finance nur streifen, und zwar:

Suggested Citation

  • Gerhard Larcher, 2020. "Basiswissen: Stochastische Analysis und Anwendungen, Zinsentwicklungen und Grundzüge der Bewertung von Zins-Derivaten," Springer Books, in: Quantitative Finance, chapter 7, pages 845-959, Springer.
    • Handle: RePEc:spr:sprchp:978-3-658-29158-7_7
    DOI: 10.1007/978-3-658-29158-7_7
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