Markovprozesse und stochastische Differentialgleichungen: Vom Zufallsspaziergang zur Black-Scholes-F
| Autor | Ehrhard Behrends |
| 7585819876 | |
| Idioma | Germany - English |
| Terminal correspondiente | Android|iPhone|iPad|PC |
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Markovprozesse und stochastische Differentialgleichungen: Vom Zufallsspaziergang zur Black-Scholes-F By Ehrhard Behrends PDF
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Dabei sind Markovprozesse stochastische Prozesse, für welche die Prognose für das zufällige Verhalten in der Zukunft nur von der gegenwärtigen Position abhängt. Die zentralen Begriffe der Markovprozesse werden anschaulich erklärt und mit Beispielen motiviert. Der Text beschäftigt sich danach mit der Brownschen Bewegung, stochastischen ...
Markovprozesse und stochastische Differentialgleichungen Vom Zufallsspaziergang zur Black-Scholes-Formel. Autoren: Behrends, Ehrhard ... stochastischen Integralen und stochastischen Differentialgleichungen und beschreibt ausführlich die fundamentale Ito-Formel. Eine der klassischen Anwendungen von stochastischen Differentialgleichungen sind Monte-Carlo-Verfahren zur Lösung von partiellen ...
Markovprozesse und stochastische Differentialgleichungen: Vom Zufallsspaziergang zur Black-Scholes-Formel | Ehrhard Behrends | ISBN: 9783658009878 | Kostenloser Versand für alle Bücher mit Versand und Verkauf duch Amazon.
