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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the 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 1 to 3 of 3 (0.175 seconds)

Spelling suggestions: "subject:"fad < mathematik> "" "subject:"fad < thematik> ""

1

Zerlegung von Markov-Prozessen mit Hilfe regulärer Funktionen

Memişoğlu, Kaya. Unknown Date (has links)
Universiẗat, Diss., 2004--Frankfurt (Main).
2

Illustration of stochastic processes and the finite difference method in finance

Kluge, Tino 22 January 2003 (has links) (PDF)
The presentation shows sample paths of stochastic processes in form of animations. Those stochastic procsses are usually used to model financial quantities like exchange rates, interest rates and stock prices. In the second part the solution of the Black-Scholes PDE using the finite difference method is illustrated. / Der Vortrag zeigt Animationen von Realisierungen stochstischer Prozesse, die zur Modellierung von Groessen im Finanzbereich haeufig verwendet werden (z.B. Wechselkurse, Zinskurse, Aktienkurse). Im zweiten Teil wird die Loesung der Black-Scholes Partiellen Differentialgleichung mittels Finitem Differenzenverfahren graphisch veranschaulicht.
ddc:510
Animation
Black-Scholes-Modell
Finite-Differenzen-Methode
Pfad <Mathematik>
Stochastik
Stochastischer Prozess
3

Illustration of stochastic processes and the finite difference method in finance

Kluge, Tino 22 January 2003 (has links)
The presentation shows sample paths of stochastic processes in form of animations. Those stochastic procsses are usually used to model financial quantities like exchange rates, interest rates and stock prices. In the second part the solution of the Black-Scholes PDE using the finite difference method is illustrated. / Der Vortrag zeigt Animationen von Realisierungen stochstischer Prozesse, die zur Modellierung von Groessen im Finanzbereich haeufig verwendet werden (z.B. Wechselkurse, Zinskurse, Aktienkurse). Im zweiten Teil wird die Loesung der Black-Scholes Partiellen Differentialgleichung mittels Finitem Differenzenverfahren graphisch veranschaulicht.
info:eu-repo/classification/ddc/510
ddc:510
Animation
Black-Scholes-Modell
Finite-Differenzen-Methode
Pfad <Mathematik>
Stochastik
Stochastischer Prozess

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