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The focus of this volume is on the development of new approaches for the market-conform valuation of newly issued derivatives. The first chapter presents a flexible approach to construct the binomial process of the underlying asset price by using a simultaneously backward and forward induction...
Persistent link: https://www.econbiz.de/10013520525
Introduction -- The Foundations: Human Needs and Cultural Background -- Culture in Economic Thinking -- Cultural … Costs and Economic Institutions -- The Effects of Culture, Transactions and Institutions on Opportunity Entrepreneurship …
Persistent link: https://www.econbiz.de/10014017590
Melanie Mergler untersucht komplexe kulturell geprägte Phänomene aus der Perspektive eines sich dynamisch entwickelnden technologischen Fortschritts. Sie stellt die Diskrepanz zwischen den Möglichkeiten der Kommunikation und den menschlichen Kommunikationskompetenzen dar und analysiert die...
Persistent link: https://www.econbiz.de/10014015385
This book presents new approaches to fixed income modeling and portfolio management techniques. Taking into account the latest mathematical and econometric developments in finance, it analyzes the hedging securities and structured instruments that are offered by banks, since recent research in...
Persistent link: https://www.econbiz.de/10012396848
Persistent link: https://www.econbiz.de/10011879331
Background of Software and Business Process Modeling.- Framework for Usability Evaluation of Modeling Languages (FUEML … evaluation surveys are mainly focusing on applications, websites, software and technical products. Usability has not been focused … on an empirical usability evaluation of graphical modeling languages in business process and software modeling …
Persistent link: https://www.econbiz.de/10014552588
Part I The Fundamentals of Derivative Security Pricing -- 1 The Stock Option Problem -- 2 Stochastic Processes for Asset Price Modelling -- 3 An Initial Attempt at Pricing an Option -- 4 The Stochastic Differential Equation -- 5 Manipulating Stochastic Differential Equations and Stochastic...
Persistent link: https://www.econbiz.de/10014019196
Teil I: Replikation und verallgemeinerte Diskontierung: Ein-Perioden-Modelle -- Mehr-Perioden-Modelle -- Optionen, Futures und andere Derivate -- Teil II: Stochastische Analysis und verallgemeinerte Diskontierung: Diskrete stochastische Analysis -- Diskrete stochastische Finanzmathematik --...
Persistent link: https://www.econbiz.de/10014019536
Die Arbeit untersucht in drei experimentellen Studien mit induzierten Präferenzen, wie präzise Contingent Valuation, Discrete Choice- und Conjoint Analyse unter verschiedenen Bedingungen die Zahlungsbereitschaften für Umweltgüter erfassen. Die Studienergebnisse bieten Orientierung bei der...
Persistent link: https://www.econbiz.de/10014019740
Preface -- 1 An Introduction to the Econometrics of Program Evaluation -- 2 Methods Based on Selection on Observables … in evidence-based program evaluation for the social sciences. The author presents a comprehensive toolbox for designing … rigorous and effective ex-post program evaluation using the statistical software package Stata. For each method, a statistical …
Persistent link: https://www.econbiz.de/10014019847