Operations Research des Karlsruher Instituts für Technologie (KIT) und leitet dort den Bereich für Stochastische Modellierung und …

Allgemeine Theorie stochastischer Prozesse -- Poisson-Prozesse -- Markov-Prozesse -- Martingale -- Brownsche Bewegungen …Dieses verständliche Einsteigerbuch stellt grundlegend die Theorie der stochastischen Prozesse vor. Nach einem … Verständnis, vertiefen und festigen das Gelernte. Der Inhalt Allgemeine Theorie stochastischer Prozesse Poisson-Prozesse Markov …

science that will be covered are: interest rate theory, fixed-income instruments, currency market, annuity and insurance …

). Chapter 1 gives some basic introduction to uncertain theories, including probability theory, credibility theory, uncertainty … theory and chance theory. Chapter 2 presents a comprehensive review and discussion of basic DEA models. The stochastic DEA is … chance theory is presented in Chapter 6. …

universal rationality, then the core of the theory remained. The ideas of systems science were therefore increasingly less … associated with this revisionist economic theory. However, even as these updates were being proposed, the world was dramatically …

shows that the assumption of a constant interest rate in real options valuation is not justifiable. All necessary theory is …

Real Options in Theory and Practice -- Stochastic Models for the Term Structure of Interest Rates -- Real Options …-factor models) and by using implied forward rates. All necessary theory is provided in the book. The analyses were conducted using a …

Optimal growth theory studies the problem of efficient resource allocation over time, a fundamental concern of economic … research. Since the 1970s, the techniques of nonlinear dynamical systems have become a vital tool in optimal growth theory … importance to modern economic theory. This book collects his major contributions in a single volume. Kazuo Nishimura has been …