Finanzderivate mit MATLAB : mathematische Modellierung und numerische Simulation
Michael Günther; Ansgar Jüngel
| Year of publication: |
2003 ; 1. Aufl.
|
|---|---|
| Authors: | Günther, Michael ; Jüngel, Ansgar |
| Publisher: |
Wiesbaden : Vieweg |
| Subject: | Derivat | Derivative | Finanzmathematik | Mathematical finance | Numerisches Verfahren | Numerical analysis | Simulation | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Derivat <Wertpapier> | Binomialbaum | Black-Scholes-Modell | MATLAB | Monte-Carlo-Simulation | Parabolische Differentialgleichung | Freies Randwertproblem |
| Description of contents: | Table of Contents [gbv.de] ; Description [swbplus.bsz-bw.de] ; Description [zbmath.org] |
| Extent: | XI, 302 S. graph. Darst. |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Lehrbuch ; Textbook |
| Language: | German |
| Notes: | Literaturverz. S. 288 - 296 |
| ISBN: | 978-3-528-03204-3 ; 3-528-03204-9 |
| Classification: | Geld, Inflation, Kapitalmarkt ; Investition, Finanzierung ; Anwendungssoftware |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001768648