Negativer Zinssatz

Spechertext als Basis für die Animation:

Financial Engineering Online-Course:

– Welcome to Financial Engineering

0 – Vita: Prof. Dr. Bodo Herzog

3.1.1      – Stochastic Differential Equations – PART 1

3.1.2      – Stochastic Differential Equations – PART 2

3.2.1      – Diagrams

3.2.2      – Hetching

3.2.3      – Diagrams – Part 2

3.2.4      – Diagrams – Part 3

3.3.1      – Theory of arbitrage free markets

3.3.2      – Fundamentals of Probability Theory

3.3.3      – Fundamentals of Probability Theory – Part 2

3.4.1      – Motivation of stochastics

3.4.2      – Definition of stochastic processes

3.4.3      – Martingale process

3.4.4      – Stochastic process & stochastic Integration

3.5.1      – Introduction to option pricing

3.6.0 – Shortcut – Black Scholes Equations

3.6.1 – Introducing to Black Scholes Model

3.6.2 – Solution of geometric brownian motion (SDE) in black-scholes model

3.6.3 – Alternative stochastic processes (SDES) in black-scholes model

3.6.4 – Derivation of black-scholes Equation

3.6.5 – Solution of Black-Scholes Equation

3.7.1 – Greek Leeters, implied volatility and exotic options

3.7.2 – Hetching with greek Letters

3.7.3 – Implied volatility & vola Smile

3.7.4 – Examples: Option Calculators

3.7.5 – Introducing to exotic Options

3.8.1  – Mathematical proof of black-scholes theory

3.8.2  – Brief Introduction to Girsanov Theorem