Unterricht Finanzmathe < Finanzmathematik < Finanz+Versicherung < Hochschule < Mathe < Vorhilfe
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(Mitteilung) Reaktion unnötig  | | Datum: | 18:40 So 19.09.2004 | | Autor: | juergen |
Hallo zusammen,
suche Unterricht in Finanzmathe (München) zu unten genannten Themen.
Bei Interesse bitte Mail an nr-1@gmx.li mit Stundensatzwunsch.
Schöne Grüße
Jürgen
- Probabilistic concepts
- Stochastic calculus and Itô's Lemma
- Stochastic differential equations
- Transition density functions
- Central Limit Theorem
- The random behavior of asset prices
- Modern Portfolio Theory
- Capital Asset Pricing Model
- Asset allocation in continuous time
- Value at Risk
- Modelling and measuring volatility
- Financial markets and products
- The binomial model for asset prices
- Hedging and the Greeks
- The Black-Scholes model
- Option strategies
- Early exercise and American options
- Elementary Monte Carlo simulations
- Elementary finite-difference methods
- Value at Risk for portfolios of derivatives
- Fixed-income products
- Yield, duration and convexity
- Stochastic spot-rate models
- Calibration and data analysis
- Convertible bonds
- Volatility surfaces
- Stochastic volatility models
- Discrete hedging and transaction costs
- Jump diffusion and stochastic volatility
- Uncertain parameters and static hedging
- BGM
- Further Monte Carlo simulations
- Further finite-difference methods
- Quasi-Monte Carlo methods
- Advanced volatility modelling
- Credit risk and credit derivatives
- Risk of default
- Transition matrices for change of rating
- Real options
Ich habe diese Frage in keinem weiteren Forum gestellt.
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