Die Arbeit hat das Ziel, die ursprünglich rein kapitalmarkttheoretisch ausgelegte Optionspreistheorie für das … den Leitlinien der Optionspreistheorie folgen.Mit einer auf die 16 führenden Pharmaunternehmen bezogenen empirischen …

. It suggest a microeconometric method for measuring flooding related risk preferences of affectedindividuals. The method …-experimental approach to measure differences in the risk attitudes of farmers located in highflooding risk areas versus farmers located in … low flooding risk areas is followed. Changes in flooding risk relatedbehaviour over time is analysed and marginal effects …

the complete risk management process. An Example from a mechanical engineering company is used for the final validation of …

-Walrasian disequilibrium approach and describe optimizing agents. These agents use chance constraints which depict a Cash Flow at Risk approach …

Variable rate banking products represent an important part of a bank’s balance sheet. Its valuation and risk analysis … and product rates. This dissertation analyses the valuation and interest risk measurement of variable rate products on the … basis of the risk-neutral valuation approach of Jarrow and van Deventer (1998) by using a comprehensive dataset of bank …

quantitativen Ansatz unter ?konomischen Zielgr??en wie Ertrag und Risiko. Dies erm?glicht nicht nur eine nachvollziehbare … quantitative approach in economic outcomes, such as yield and risk. This does not only provide an understandable basis for the …

gegenwärtigen Risikomaße ignorieren größtenteils das systematische Risiko, das durch Korrelationen von Finanzanlagen, Finanzmärkten … on assessing, modelling and forecasting risks during different financial times. The existing risk measures largely ignore … the systematic risk induced by correlations among financial assets, financial markets or financial agents and are …