Mathematics in the modern world of finance. Derivates, portfolio models and rating procedures.

zbMath1205.91005MaRDI QIDQ610150

Stefan Reitz

Publication date: 2 December 2010

Published in: Studienbücher Wirtschaftsmathematik (Search for Journal in Brave)

zbMATH Keywords

Black-Scholes-ModellDerivate, Rating-VerfahrenMehrperiodenmodellePortfoliotheorieStochastik

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Actuarial science and mathematical finance (91Gxx) Financial and insurance mathematics (aspects of mathematics education) (97M30)

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