Overview
Derivative Finanzverträge sind Bestandteil vieler Finanzierungs- und Investitionsangebote. Neben Forward, Futures sowie Call- und Put-Optionen schließt dies komplexe oder sogenannte Exotische Optionen ein, die in vielen strukturierten Produkten enthalten sind. Die Analyse der Vertragseigenschaften und die Diskussion der Anwendung unterschiedlicher Optionen ist einer der Schwerpunkte dieses Lehrbuchs. Darüber hinaus wird schrittweise das Modell eines Finanzmarktes unter Unsicherheit von einer diskreten Zeitvorstellung bis hin zu dem zeitstetigen Rahmen entwickelt und auf die Bewertung und die Sicherung (Hedging) komplexer Finanzströme angewendet. Der Inhalt erstreckt sich von den Grundlagen des Binominalmodells über das Black-Scholes Modell bis hin zu Zinsstrukturmodellen und der Erweiterung auf einen internationalen Finanzmarkt unter Einschluss von Aktienkurs-, Wechselkurs- und Zinsänderungsrisiken. Die dritte Auflage ist vollständig neu bearbeitet und erweitert.
Full Product Details
Author: Klaus Sandmann
Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Imprint: Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Edition: 3., vollst. überarb. u. erw. Aufl. 2010
Dimensions:
Width: 15.50cm
, Height: 3.60cm
, Length: 23.50cm
Weight: 1.080kg
ISBN: 9783642033001
ISBN 10: 3642033008
Pages: 697
Publication Date: 06 October 2009
Audience:
General/trade
,
General
Format: Paperback
Publisher's Status: Active
Availability: Out of stock
The supplier is temporarily out of stock of this item. It will be ordered for you on backorder and shipped when it becomes available.
Language: German
Reviews
From the reviews of the third edition: This book provides a comprehensive introduction to financial markets and the mathematics required for pricing and hedging financial derivatives. The book contains numerous illustrations which help understanding the material better and several useful exercises, whose solutions are contained in the end of the book. The book could be used for a one- or two-semester course on mathematical finance, aimed either at students of mathematics or students of economics, business, etc. (Antonis Papapantoleon, Zentralblatt MATH, Vol. 1207, 2011) From the reviews of the third edition: This book provides a comprehensive introduction to financial markets and the mathematics required for pricing and hedging financial derivatives. The book contains numerous illustrations which help understanding the material better and several useful exercises, whose solutions are contained in the end of the book. The book could be used for a one- or two-semester course on mathematical finance, aimed either at students of mathematics or students of economics, business, etc. (Antonis Papapantoleon, Zentralblatt MATH, Vol. 1207, 2011) From the reviews of the third edition: This book provides a comprehensive introduction to financial markets and the mathematics required for pricing and hedging financial derivatives. The book contains numerous illustrations which help understanding the material better and several useful exercises, whose solutions are contained in the end of the book. The book could be used for a one- or two-semester course on mathematical finance, aimed either at students of mathematics or students of economics, business, etc. (Antonis Papapantoleon, Zentralblatt MATH, Vol. 1207, 2011)
From the reviews of the third edition: This book provides a comprehensive introduction to financial markets and the mathematics required for pricing and hedging financial derivatives. ... The book contains numerous illustrations which help understanding the material better and several useful exercises, whose solutions are contained in the end of the book. The book could be used for a one- or two-semester course on mathematical finance, aimed either at students of mathematics or students of economics, business, etc. (Antonis Papapantoleon, Zentralblatt MATH, Vol. 1207, 2011)
From the reviews of the third edition: This book provides a comprehensive introduction to financial markets and the mathematics required for pricing and hedging financial derivatives. The book contains numerous illustrations which help understanding the material better and several useful exercises, whose solutions are contained in the end of the book. The book could be used for a one- or two-semester course on mathematical finance, aimed either at students of mathematics or students of economics, business, etc. (Antonis Papapantoleon, Zentralblatt MATH, Vol. 1207, 2011)
