Lehrinhalte
stochastic models of financial markets in discrete time, (model of period
n), derivatives (options and futures), trading strategies and arbitrage, equivalent
risk-neutral probability measures, securing and valuation of options,
the Black-Scholes formula
stochastic models of financial markets in discrete time, (model of period
n), derivatives (options and futures), trading strategies and arbitrage, equivalent
risk-neutral probability measures, securing and valuation of options,
the Black-Scholes formula
- Lehrende: Cornelia Wichelhaus
Semester: ST 2018