DIE METHODISCHE GRUNDLEGUNG -- AUSGANGSBASIS: DIE BESTEHENDE ZINSSTRUKTURKURVE -- DIE ÄLTEREN THEORIEN ZUR ZINSSTRUKTUR -- DIE GRUNDMODELLE DER ZINSSTRUKTUR -- DIE DETERMINISTISCHEN FAKTOREN ZUR ZINSSTRUKTUR -- DIE SUBSTITUTIVEN ARBITRAGEPROZESSE ZUR ZINSSTRUKTUR -- DIE STOCHASTISCHEN...

A major theme of this book is the development of a consistent unified model framework for the evaluation of bond options. In general options on zero bonds (e.g. caps) and options on coupon bearing bonds (e.g. swaptions) are linked by no-arbitrage relations through the correlation structure of...

The field of financial econometrics has exploded over the last decade. This book represents an integration of theory, methods, and examples using the S-PLUS statistical modeling language and the S+FinMetrics module to facilitate the practice of financial econometrics. This is the first book to...

Commodity markets present several challenges for quantitative modeling. These include high volatilities, small sample data sets, and physical, operational complexity. In addition, the set of traded products in commodity markets is more limited than in financial or equity markets, making value...

Mean Reversion in Commodity Prices -- Fundamentals of Derivative Pricing -- Stochastic Volatility Models -- Integration of Jump Components -- Stochastic Equilibrium Level of the Underlying Process -- Deterministic Seasonality Effects -- Conclusion

This volume includes the full proceedings from the 1998 Academy of Marketing Science (AMS) Annual Conference held in Norfolk, Virginia. The research and presentations offered in this volume cover many aspects of marketing science including marketing strategy, consumer behaviour, entrepreneurial...

Die Geheimnisse der TED-Talks für erfolgreiche Kommunikation im Unternehmen: Dieses Werk zeigt, wie Führungskräfte und Fachexperten in Unternehmen so ansprechend und mitreißend präsentieren wie die TED-Redner und wie damit der Austausch von Ideen und Innovation in Unternehmen gefördert...

Channel Management -- Consumer and Organizational Buyer Behavior -- International Marketing -- Marketing Education -- Marketing and the Law -- Product and Pricing Management -- Promotion Management -- Research Agenda for Marketing in the 21st Century -- Research Methodology -- Retailing and...