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Financial Risk Management with Bayesian Estimation of GARCH Models : Theory and Applications
Ardia, David (contributor) - 2008
This book presents methodologies for the Bayesian estimation of GARCH models and their application to financial risk management. The study of these models from a Bayesian viewpoint is relatively recent and can be considered very promising due to the advantages of the Bayesian approach, in...
Persistent link: https://www.econbiz.de/10013520959
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Generalized Convexity and Related Topics
Konnov, Igor V. (contributor); Dinh, The-Luc (contributor);  … - 2006
The book contains invited papers by well-known experts on a wide range of topics (economics, variational analysis, probability etc.) closely related to convexity and generalized convexity, and refereed contributions of specialists from the world on current research on generalized convexity and...
Persistent link: https://www.econbiz.de/10013520642
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Stochastic Processes and Calculus : An Elementary Introduction with Applications
Hassler, Uwe - 2016 - 1st ed. 2016
for modern time series econometrics. Mathematical theory is applied to solve stochastic differential equations and to …
Persistent link: https://www.econbiz.de/10012397196
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Handbook of Insurance
Dionne, Georges - 2013 - 2nd ed. 2014
: Risk and Insurance Theory Without Information Problems -- Higher-Order Risk Attitudes -- Non-Expected Utility and the … Risk Taking: A Survey -- Risk Measures and Dependence Modeling -- The Theory of Insurance Demand.-Prevention and Precaution … -- Part 3 : Asymmetric Information: Theory -- Optimal Insurance Contracts under Moral Hazard -- Adverse Selection in Insurance …
Persistent link: https://www.econbiz.de/10014017244
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Effizienzanalyse von Dienstleistungsproduktionen : Eine Data Envelopment Analysis unter Berücksichtigung stochastischer externer Faktoren
Schlindwein, Regina - 2016
Ausgewählte DEA-Modelle: CCR-Modell und BCC-Modell -- Stochastische Effizienzkonzepte -- Entwicklung einer stochastischen Dienstleistungsaktivität -- DEA-Technologiemengen für stochastische Produktionen -- Chance-Constrained Technologiemenge.
Persistent link: https://www.econbiz.de/10013533862
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Voting Paradoxes and Group Coherence : The Condorcet Efficiency of Voting Rules
Gehrlein, William V. - 2011
Voting Paradoxes and Their Probabilities -- Condorcet's Paradox and Group Coherence -- Other Incompability Paradoxes -- Other Voting Paradoxes -- Condorcet Efficiency and Social Homogeneity -- Coherence and the Efficiency Hypothesis -- Other Characteristics of Voting Rules -- The Significance of...
Persistent link: https://www.econbiz.de/10014015194
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Pricing and Risk Management of Synthetic CDOs
Schlösser, Anna - 2011
Introduction -- Part I Fundamentals: Credit Derivatives and Markets -- Mathematical Preliminaries -- Part II Static Models: One Factor Gaussian Copula Model -- Normal Inverse Gaussian Factor Copula Model -- Part III: Term-Structure Models -- Large Homogeneous Cell Approximation for Factor Copula...
Persistent link: https://www.econbiz.de/10014015252
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Random-Like Multiple Objective Decision Making
Xu, Jiuping - 2011
Random Set Theory -- Random Multiple Objective Decision Making -- Bi-random Multiple Objective Decision Making …
Persistent link: https://www.econbiz.de/10014015281
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Supply Chain Coordination in Case of Asymmetric Information : Information Sharing and Contracting in a Just-in-Time environment
Voigt, Guido - 2011
Introduction -- Supply chain coordination in case of asymmetric information -- On the impact of fixed cost reduction in the strategic lotsizing framework -- The impact of information sharing on the effectiveness of screening contracts: A first laboratory experiment -- The impact of contract...
Persistent link: https://www.econbiz.de/10014015415
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New Developments in Multiple Objective and Goal Programming
Jones, Dylan (ed.); Tamiz, Mehrdad (ed.); Ries, Jana (ed.) - 2010
Multi-Objective Stochastic Programming Approaches for Supply Chain Management -- A Review of Goal Programming for Portfolio Selection -- A Hypervolume-Based Optimizer for High-Dimensional Objective Spaces -- Minimizing Vector Risk Measures -- Multicriteria Programming Approach to Development...
Persistent link: https://www.econbiz.de/10014424918