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Titel:

Model risk and uncertainty – Illustrated with examples from mathematical finance

Dokumenttyp:
Buchbeitrag
Autor(en):
Bannör, K. F.; Scherer, M.
Kooperation:
-
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
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