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Lecture Wahrscheinlichkeitstheorie und Statistik

We provide several commented implementations of important concepts to accompany the lecture. We shall use R for this purpose. Just paste the following code into your most favorite R editor and execute.

Calculation of the price of a European Call contract in a SABR model

Illustration zu Satz 7.1

Bayesianisches Updating in einem Bernoulliexperiment