The Global Financial Crisis had a severe impact on the commodity markets on top of the well-known effects on the worldwide economy. Not only the demand for commodities decreased severely thereby hurting the creditworthiness of participants in the wholesale commodity markets, but also the...

The no-arbitrage model by Schonbucher is combined with the extended Vasicek Term Structure Model and applied to the pricing of sovereign bonds. Practical hedging according to the model is investigated. A portfolio of bonds is investigated using the risk measures "shortfall" and "Value at Risk".A...

Der Aufsatz untersucht mittels einer panelökonometrischen Analyse die Auswirkungen von Sponsorhip-Verkündungen auf die Aktienkurse fünf großer Sportartikelhersteller. Trotz der Verwendung einer umfangreichen Datenbasis, einer aufwendigen Modellierung mittels eines SURE-Ansatzes und der...

Democratization of the mysterious art of data science via Amazon Web Services, Google Cloud Platform, Microsoft Azure, and other machine learning (ML) service providers might make it too easy to apply ML. To underline this we present a worked-out example in R (including sources in the appendix),...

It poses a challenge to understand why nurses working with elderly people living in care homes or being in ambulant care have not yet been tested for the coronavirus, whereas teams in the German top football leagues have been tested before going back to practice again.How can this riddle be...