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Dokumenttyp:
Buchbeitrag 
Autor(en):
Bannör, K. F.; Scherer, M. 
Kooperation:
Titel:
Model risk and uncertainty – Illustrated with examples from mathematical finance 
Abstract:
Stochastic modeling techniques have become increasingly popular during the last decades, particularly in mathematical finance since the groundbreaking work of Bachelier [16], Samuelson [44], and Black and Scholes [3]. Essentially, all models are wrong in the sense that they simplify reality. However, there are numerous models available to model particular phenomena of financial markets and calculated option prices, hedging strategies, portfolio allocations, etc. depend on the chosen model. This...    »
 
Seitenangaben Beitrag:
Herausgeber:
C. Klüppelberg, D. Straub, and L. Welpe 
Buchtitel:
Risk - A Multidisciplinary Introduction 
Intellectual Contribution:
Learning and Pedagogical Research 
Verlag / Institution:
Springer 
Jahr:
2014 
Reviewed:
ja 
Sprache:
en 
TUM Einrichtung:
Lehrstuhl für Finanzmathematik 
Format:
Text 
Key publication:
Ja 
Peer reviewed:
ja 
International:
Ja 
Book review:
Nein 
commissioned:
not commissioned 
Kategorie:
textbook