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Optionsbewertung und Portfolio-Optimierung : moderne Methoden der FinanzmathematikKorn, Ralf ; Korn, ElkeType of material - profess. monogrEdition - 2., verbesserte Aufl.Publication and manufacture - Braunschweig ; Wiesbaden : Vieweg, 2001Language - germanISBN - 3-528-16982-6COBISS.SI-ID - 6641692
Author
Korn, Ralf |
Korn, Elke
Topics
Black, Fischer |
Analiza variance |
Modeli |
Sholes, Myron |
Poslovne finance |
Cenovna politika |
Sholes, Myron |
Opcije |
Regulacija |
Itô, Kiyosi, Japonski matematik, 1915- |
Matematične teorije |
Stohastična analiza |
Itô, Kiyosi, Japonski matematik, 1915- |
Itojev izrek |
Itojeva lema |
Brown, Robert, Botanik, 1773-1858 |
Brownovo gibanje |
Biomatematika |
Cauchy, Augustin-Louis, Matematik, 1789-1857 |
Matematična analiza |
Cauchyjev problem |
Markov, Andrej Andreevič |
Teorija grup |
Markovske verige |
Lagrange, Joseph Louis de, 1736-1813 |
Multipleksiranje |
Dualni sistemi |
Options (Finance) |
Mathematical models |
Martingales mathematics |
Financial structure |
Finance |
Mathematical models |
Monte Carlo method |
Cauchy problem |
finančna matematika |
geometrija |
matematično programiranje |
teoremi |
algoritmi |
finančni trg |
operacijsko raziskovanje |
konvekcija |
nelinearno programiranje |
optimizacija |
stohastični procesi |
opcije |
portfolio |
vrednotenje |
poslovna matematika |
finance |
Monte Carlo metoda |
simulacija |
algoritmi |
vzorčenje |
vrednotenje |
razvoj |
predvidevanje |
metode |
analiza variance |
simulacijski modeli |
matrike |
numerične metode |
matematična ekonomija |
matematične metode |
stohastični procesi |
rešitve |
primeri |
case study
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Faculty of Economics and Business, Maribor |
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519.8 KORN R. Optionsbewert. 519.8 KORN R. Optionsbewert. |
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