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Introduction to Stochastic Calculus for Finance : A New Didactic Approach

Sondermann, Dieter - 2006

Useful for mathematicians interested in the methods of modern mathematical finance without prior knowledge of advanced stochastic analysis, this book contains lecture notes which start with an elementary approach to stochastic calculus due to Follmer, who showed that one can develop Ito's...

Persistent link: https://www.econbiz.de/10013520563

Downside-orientiertes Portfoliomanagement

Reichling, Peter - 2017

Einführung -- Downside-Risiko-Kriterien -- Downside-minimale Portfolios -- Downside-Restriktionen -- Downside-Effizienz -- Downside-orientierte Bewertung -- Downside-orientierte Portfolioabsicherung -- Zusammenfassung.

Persistent link: https://www.econbiz.de/10014019581

Industrialisierung in der Abwicklungs- und Transformationsfunktion von Banken : Ein stochastisches Modell

Krotsch, Steffen (contributor) - 2006

Themenmotivation und Gang der Untersuchung -- Grundlagen der Industrialisierung von Banken -- Grundlagen und Struktur des Modells -- Konkrete Modell-Umsetzung und Ergebnisse -- Zusammenfassung und Ausblick.

Persistent link: https://www.econbiz.de/10013516554

Risk-Averse Capacity Control in Revenue Management

Barz, Christiane (contributor) - 2007

This book revises the well-known capacity control problem in revenue management from the perspective of a risk-averse decision-maker. Modelling an expected utility maximizing decision maker, the problem is formulated as a risk-sensitive Markov decision process. Special emphasis is put on the...

Persistent link: https://www.econbiz.de/10013520759

Investing in Microfinance : Integrating New Asset Classes into an Asset Allocation Framework Applying Scenario Methodology

Becker, Philipp M. - 2010

Strategic asset allocation purposes and particularly the evaluation of new asset classes require a forward-looking approach. Philipp M. Becker investigates the attractiveness of microfinance investments for different investor categories. To integrate microfinance into an asset allocation...

Persistent link: https://www.econbiz.de/10013522901

Migration in Deutschland : Interregionale Migrationsmotivatoren

Geis, Martin - 2005

1. Einleitung -- 1.1 Problemstellung und Zielsetzung -- 1.2 Gliederung der Arbeit -- 2. Grundlagen der Untersuchung -- 2.1 Definition und Abgrenzung des Migrationsbegriffs -- 2.2 Internationale und intranationale Migration -- 2.3 Intraregionale Migration -- 2.4 Interregionale Migration -- 2.5...

Persistent link: https://www.econbiz.de/10014018944

Absicherung von Katastrophen-Risiko über Kapitalmärkte : Eine kritische Bestandsaufnahme

Ritter, Mischa (contributor) - 2006

Grundlagen und Ursachen der Entstehung von Katastrophen-Risiko-Kontrakten -- Struktur von üblichen Finanzkontrakten zur Katastrophen-Risikoabsicherung und aktuelle Marktlage -- Determinierung des Analyserahmens und relevanter Einflussfaktoren -- Analyse der bestehenden Katastrophen-Kontrakte --...

Persistent link: https://www.econbiz.de/10013516578

Handbook of International Insurance : Between Global Dynamics and Local Contingencies

Cummins, J. David (ed.); Venard, Bertrand (ed.) - 2007

and Development -- The Global Reinsurance Market -- Lloyd’s and the London Insurance Market: An Overview -- An Overview of …

Persistent link: https://www.econbiz.de/10014014345

Agency Theory and Executive Pay : The Remuneration Committee's Dilemma

Pepper, Alexander - 2019

This new book examines the relationship between agency theory and executive pay. It argues that while Jensen and … standard agency theory has contributed to the problem of executive pay rather than solved it. The book explores why companies … revolutionary read for those researching corporate governance, HRM and organisation theory, this useful book offers potential …

Persistent link: https://www.econbiz.de/10012396051

Economics of Pessimism and Optimism : Theory of Knightian Uncertainty and Its Applications

Nishimura, Kiyohiko G.; Ozaki, Hiroyuki - 2017

-- 10 Irreversible Investment and Knightian Uncertainty -- 11 Liquidity Preference and Knightian Uncertainty -- 12 A Simple …

Persistent link: https://www.econbiz.de/10012397662

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