Das Lehrbuch stellt die klassischen Teilgebiete der Finanzmathematik systematisch dar. Ein neues Kapitel beschreibt, welche Schwierigkeiten bei der Informationsbeschaffung zu bewältigen sind, wenn typische finanzmathematische Fragestellungen beantwortet werden müssen.

"Das Lehr- & Lernbuch für Wirtschaftswissenschaftler mit Aufgaben und Lösungen. Anhand von Praxisbeispielen aus der BWL und zahlreichen Anwendungen werden alle Inhalte vermittelt, die in den Pflichtvorlesungen zur Mathematik für Wirtschaftsinformatiker und Betriebswirtschaftler thematisiert...

Statistical analysis of stock markets and foreign exchange markets has demonstrated the intermittent nature of economic time series. A nonlinear model of business cycles is able to simulate intermittency arising from order-chaos and chaos-chaos transitions. This monograph introduces new concepts...

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...

This book presents a macroeconomic dynamic model à la Solow-Swan, including the market for labor, in a discrete time structure. The model is expanded to include expenditure on RD and public expenditure on infrastructure. For each of the three models the results are shown in time series figures,...

This book provides a modular pricing framework which allows the valuation of interest-rate derivatives in a general jump-diffusion setup. Starting with a comparison of three Fourier-style pricing methodologies, the book covers the derivation of Fourier-transform based solutions for different...