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The Global ETD Search service is a free service for researchers
to find electronic theses and dissertations. This service is
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Networked Digital Library of Theses and Dissertations.
Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
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Showing 31 to 40 of 41 (0.056 seconds)Spelling suggestions: "subject:"finanzmathematik"" "subject:"finanzmathematisch""
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Itô’s LemmaGrunert, Sandro 10 June 2009 (has links)
Itô’s Lemma
Ausarbeitung im Rahmen des Seminars "Finanzmathematik", SS 2009
Die Arbeiten des japanischen Mathematikers Kiyosi Itô aus den 1940er Jahren bilden heute die Grundlage der Theorie
stochastischer Integration und stochastischer Differentialgleichungen. Die Ausarbeitung beschäftigt sich mit Itô's
Kalkül, in dem zunächst das Itô-Integral bezüglich diverser Integratoren bereitgestellt wird, um sich anschließend
mit Itô's Lemma bzw. der Itô-Formel als grundlegendes Hilfsmittel stochastischer Integration zu widmen. Am Ende wird
ein kurzer Ausblick auf das Black-Scholes-Modell für zeitstetige Finanzmärkte vollzogen. Grundlage für die Ausarbeitung
ist das Buch "Risk-Neutral Valuation" von Nicholas H. Bingham und Rüdiger Kiesel.
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Lévy-Type Processes under Uncertainty and Related Nonlocal EquationsHollender, Julian 17 October 2016 (has links) (PDF)
The theoretical study of nonlinear expectations is the focus of attention for applications in a variety of different fields — often with the objective to model systems under incomplete information. Especially in mathematical finance, advances in the theory of sublinear expectations (also referred to as coherent risk measures) lay the theoretical foundation for modern approaches to evaluations under the presence of Knightian uncertainty. In this book, we introduce and study a large class of jump-type processes for sublinear expectations, which can be interpreted as Lévy-type processes under uncertainty in their characteristics. Moreover, we establish an existence and uniqueness theory for related nonlinear, nonlocal Hamilton-Jacobi-Bellman equations with non-dominated jump terms.
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Tasks for tests and A-levels using CASMetzger-Schuhäker, Heidi 07 May 2012 (has links) (PDF)
Tasks for different years of the secondary level II are presented on the basis of long lasting experience with computer-assisted mathematics instruction. They include applications of mathematical skills as well as the testing of theoretical knowledge. Finally relevant A-levels tasks are presented that integrate different mathematical contents into every day connections from economy, medical science, sports asf.
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Lévy-Type Processes under Uncertainty and Related Nonlocal EquationsHollender, Julian 12 October 2016 (has links)
The theoretical study of nonlinear expectations is the focus of attention for applications in a variety of different fields — often with the objective to model systems under incomplete information. Especially in mathematical finance, advances in the theory of sublinear expectations (also referred to as coherent risk measures) lay the theoretical foundation for modern approaches to evaluations under the presence of Knightian uncertainty. In this book, we introduce and study a large class of jump-type processes for sublinear expectations, which can be interpreted as Lévy-type processes under uncertainty in their characteristics. Moreover, we establish an existence and uniqueness theory for related nonlinear, nonlocal Hamilton-Jacobi-Bellman equations with non-dominated jump terms.
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Tasks for tests and A-levels using CASMetzger-Schuhäker, Heidi 07 May 2012 (has links)
Tasks for different years of the secondary level II are presented on the basis of long lasting experience with computer-assisted mathematics instruction. They include applications of mathematical skills as well as the testing of theoretical knowledge. Finally relevant A-levels tasks are presented that integrate different mathematical contents into every day connections from economy, medical science, sports asf.
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TU-Spektrum 1/2005, Magazin der Technischen Universität ChemnitzSteinebach, Mario, Friebel, Alexander, Häckel-Riffler, Christine, Pollmer, Caroline, Brabandt, Antje, Mahler, Janine, Müller, Daniela, Tzschucke, Volker 26 May 2005 (has links) (PDF)
zweimal im Jahr erscheinende Zeitschrift über aktuelle Themen der TU Chemnitz, ergänzt von Sonderheft(en)
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TU-Spektrum 1/2005, Magazin der Technischen Universität ChemnitzSteinebach, Mario, Friebel, Alexander, Häckel-Riffler, Christine, Pollmer, Caroline, Brabandt, Antje, Mahler, Janine, Müller, Daniela, Tzschucke, Volker 14 June 2005 (has links) (PDF)
zweimal im Jahr erscheinende Zeitschrift über aktuelle Themen der TU Chemnitz, ergänzt von Sonderheft(en)
"Bild auf Seite 13 ausgetauscht"
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TU-Spektrum 1/2005, Magazin der Technischen Universität ChemnitzSteinebach, Mario, Friebel, Alexander, Häckel-Riffler, Christine, Pollmer, Caroline, Brabandt, Antje, Mahler, Janine, Müller, Daniela, Tzschucke, Volker 26 May 2005 (has links)
zweimal im Jahr erscheinende Zeitschrift über aktuelle Themen der TU Chemnitz, ergänzt von Sonderheft(en)
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TU-Spektrum 1/2005, Magazin der Technischen Universität ChemnitzSteinebach, Mario, Friebel, Alexander, Häckel-Riffler, Christine, Pollmer, Caroline, Brabandt, Antje, Mahler, Janine, Müller, Daniela, Tzschucke, Volker 14 June 2005 (has links)
zweimal im Jahr erscheinende Zeitschrift über aktuelle Themen der TU Chemnitz, ergänzt von Sonderheft(en)
'Bild auf Seite 13 ausgetauscht
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TU-Spektrum 2/2004, Magazin der Technischen Universität ChemnitzSteinebach, Mario, Friebel, Alexander, Häckel-Riffler, Christine, Tzschucke, Volker, Pollmer, Caroline, Horst, Gabriela, Brabandt, Antje, Reichold, Kathrin 15 December 2004 (has links) (PDF)
zweimal im Jahr erscheinende Zeitschrift über aktuelle Themen der TU Chemnitz, ergänzt von Sonderheft(en)
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