Optionsbewertung
Die Herleitung von Bewertungsformeln und die Entwicklung numerischer Algorithmen zur Berechnung der Preise komplexer Derivate ist Inhalt dieses Schwerpunktes.
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www.itwm.fraunhofer.deDerivative pricing
The focus of this area is the derivation of valuation formulas and the development of numerical algorithms to calculate the price of complex derivatives.
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