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Das Äquivalenzprinzip der Finanzmathematik
Walther, Ursula - 2002
Das Äquivalenzprinzip der Finanzmathematik vergleicht und bewertet Zahlungsströme. Dazu ist eine Bewertung von Zeit und … Darstellungsweise gibt einen einheitlichen formalen Rahmen. In der Finanzmathematik wird Zeit durch Verzinsung bewertet. Bei der …The principle of equivalence in mathematics of finance compares and values cash flows. It requires a valuation of time …
Persistent link: https://www.econbiz.de/10010512686
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Stationäre Bevölkerungen : Anwendungsmöglichkeiten finanzmathematischer und demographischer Methoden zur Analyse des Einflusses von Wanderungen auf die langfristige Bevölkerungsent...
Pflaumer, Peter - 1993
Methods from financial mathematics and demography are presented in order to investigate the influence of migration on … the long-term population development. Methods from financial mathematics do not take the age structure of a population …
Persistent link: https://www.econbiz.de/10009755242
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Das Äquivalenzprinzip der Finanzmathematik
Walther, Ursula - 2002
Persistent link: https://www.econbiz.de/10001687821
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Réflexions sur le contenu empirique des théories économiques
Hildenbrand, Werner - 1994
Persistent link: https://www.econbiz.de/10000894659
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Centrality-based capital allocations
Alter, Adrian; Craig, Ben R.; Raupach, Peter - 2015
We look at the effect of capital rules on a banking system that is connected through correlated credit exposures and interbank lending. The rules, which combine individual bank characteristics and interconnectivity measures of interbank lending, are to minimize a measure of system-wide losses....
Persistent link: https://www.econbiz.de/10010471625
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Examining the econom(etr)ic relevance of discretizing panel data : an application to the Belgian labour market
Cahuzac, Eric - 1993
Persistent link: https://www.econbiz.de/10000874280
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Measures of fit for rational expectations models : a survey
Engsted, Tom - 1999
Persistent link: https://www.econbiz.de/10001453888
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Kritische Stellungnahme in der Statistik- und Ökonometrielehre : Vorbemerkungen zur Übung in Wirtschaftsinformatik
Tanguiane, Andranick S. - 2000
Persistent link: https://www.econbiz.de/10001544792
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Finding relevant variables in sparse Bayesian factor models : economic applications and simulation results
Kaufmann, Sylvia; Schumacher, Christian - 2012
This paper considers factor estimation from heterogenous data, where some of the variables are noisy and only weakly informative for the factors. To identify the irrelevant variables, we search for zero rows in the loadings matrix of the factor model. To sharply separate these irrelevant...
Persistent link: https://www.econbiz.de/10009674269