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Grundlegende Begriffe wie fehlendes Arbitrage, fairer Preis, vollst ndiger Markt und Martingal werden anhand von einem Markt mit einem risikolosen Bond und einer Aktie definiert. Anschlie end wird mit dem bergang zum zeitstetigen Modell die Black-Scholes Formel f r Optionen hergeleitet und die Faktoren zur praktischen Implementierung eingef hrt. Methoden der stochastischen Analysis wie die Ito-Formel werden abgeleitet und der klassische Ansatz nach Black-Scholes mittels der stochastischen Differenzialgleichung pr sentiert. Der Ansatz ber die Martingaltheorie ist ein Gegenstand, der f r die Bewertung komplexer Optionen (amerikanische und exotische) notwendig ist. Im letzten Kapitel sind die Grundlagen der Zinstrukturmodelle Gegenstand der Betrachtung. In allen Abschnitten werden numerische Methoden angegeben, die mit Programmen zur praktischen Illustration implementiert werden.
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