"The book is a collection of scientific articles on the development of Higher Education in South-East Asia, discussing the challenges and potential solutions as the education sector works to modernize their system"--

Numerical integration methods for stochastic volatility models in financial markets are discussed. We concentrate on two classes of stochastic volatility models where the volatility is either directly given by a mean-reverting CEV process or as a transformed Ornstein-Uhlenbeck process. For the...

Die Softwarevisualisierung trägt dazu bei, die Entwicklung und Wartung von Softwaresystemen und insbesondere die Beherrschung der Systemkomplexität zu erleichtern. Der vorliegende Beitrag beschäftigt sich mit Visualisierungsansätzen im Kontext serviceorientierter Architekturen. Die...

When using an Euler discretisation to simulate a mean-reverting square root process, one runs into the problem that while the process itself is guaranteed to be nonnegative, the discretisation is not. Although an exact and efficient simulation algorithm exists for this process, at present this...

The first three factors resulting from a principal components analysis of term structure data are in the literature typically interpreted as driving the level, slope and curvature of the term structure. Using slight generalisations of theorems from total positivity, we present sufficient...