Extremal functions and financial gain (Q1267726): Difference between revisions
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Latest revision as of 23:16, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extremal functions and financial gain |
scientific article |
Statements
Extremal functions and financial gain (English)
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13 October 1998
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Der Autor gibt im vorliegenden Beitrag eine Einführung in das Gebiet der Finanzmathematik. Er konzentriert sich dabei vor allem auf Aussagen über den Erwartungswert und die Varianz der Gewinne und Verluste von Finanzinstrumenten, wenn gewisse unvollständige Informationen über die Wahrscheinlichkeitsverteilung dieser Gewinne vorliegen.
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introduction
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financial mathematics
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incomplete information
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financial risk
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