Advanced financial modelling
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| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Berlin [u.a.]
de Gruyter
2009
|
| Schriftenreihe: | Radon series on computational and applied mathematics
8 |
| Schlagworte: | |
| Online-Zugang: | Inhaltstext Inhaltsverzeichnis |
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Datensatz im Suchindex
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| adam_text | CONTENTS PREFACE V O. E. BARNDORFF-NIELSEN, J. SCHMIEGEL BROWNIAN
SEMISTATIONARY PROCESSES AND VOLATILITY/INTERMITTENCY 1 D. BECHERER FROM
BOUNDS ON OPTIMAL GROWTH TOWARDS A THEORY OF GOOD-DEAL HEDGING .... 27
C. BLANCHET-SCALLIET, R. GIBSON BRANDON, B. DE SAPORTA, D. TA LAY, E.
TAN RE VISCOSITY SOLUTIONS TO OPTIMAL PORTFOLIO ALLOCATION PROBLEMS IN
MODELS WITH RANDOM TIME CHANGES AND TRANSACTION COSTS 53 B. BOUCHARD, R.
ELIE, N. TOUZI DISCRETE-TIME APPROXIMATION OF BSDES AND PROBABILISTIC
SCHEMES FOR FULLY NONLINEAR PDES 91 D. FILIPOVIC, E. MAYERHOFER AFFINE
DIFFUSION PROCESSES: THEORY AND APPLICATIONS 125 M. B. GILES, B. J.
WATERHOUSE MULTILEVEL QUASI-MONTE CARLO PATH SIMULATION 165 H. JOENSSON,
W. SCHOUTENS, G. VAN DAMME MODELLING DEFAULT AND PREPAYMENT USING LEVY
PROCESSES: AN APPLICATION TO ASSET BACKED SECURITIES 183 B. JOURDAIN
ADAPTIVE VARIANCE REDUCTION TECHNIQUES IN FINANCE 205 S. KLNDERMANN, H.
K. PLKKARAINEN REGULARISATION OF INVERSE PROBLEMS AND ITS APPLICATION TO
THE CALIBRATION OF OPTION PRICE MODELS 223 C. KLUEPPELBERG, S.
PERGAMENSHCHIKOV OPTIMAL CONSUMPTION AND INVESTMENT WITH BOUNDED
DOWNSIDE RISK MEASURES FOR LOGARITHMIC UTILITY FUNCTIONS 245 A.
KOHATSU-HLGA, K. YASUDA A REVIEW OF SOME RECENT RESULTS ON MALLIAVIN
CALCULUS AND ITS APPLICATIONS . . 275 R BIBLIOGRAFISCHE INFORMATIONEN
HTTP://D-NB.INFO/997086386 DIGITALISIERT DURCH VIII CONTENTS R. KORN, F.
SEIFRIED A WORST-CASE APPROACH TO CONTINUOUS-TIME PORTFOLIO OPTIMISATION
327 R. KOVACEVIC, G. CH. PFLUG TIME CONSISTENCY AND INFORMATION
MONOTONICITY OF MULTIPERIOD ACCEPTABILITY FUNCTIONAL 347 M. MONOYIOS
OPTIMAL INVESTMENT AND HEDGING UNDER PARTIAL AND INSIDE INFORMATION 371
H.PHAM INVESTMENT/CONSUMPTION CHOICE IN ILLIQUID MARKETS WITH RANDOM
TRADING TIMES 411 T. ZARIPHOPOULOU OPTIMAL ASSET ALLOCATION IN A
STOCHASTIC FACTOR MODEL - AN OVERVIEW AND OPEN PROBLEMS 427
|
| any_adam_object | 1 |
| author2 | Albrecher, Hansjörg 1974- |
| author2_role | edt |
| author2_variant | h a ha |
| author_GND | (DE-588)138015244 |
| author_facet | Albrecher, Hansjörg 1974- |
| building | Verbundindex |
| bvnumber | BV025575621 |
| classification_rvk | SK 840 |
| ctrlnum | (OCoLC)552200993 (DE-599)BVBBV025575621 |
| dewey-full | 332.01519 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.01519 |
| dewey-search | 332.01519 |
| dewey-sort | 3332.01519 |
| dewey-tens | 330 - Economics |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV025575621 |
| illustrated | Illustrated |
| indexdate | 2024-12-23T23:54:00Z |
| institution | BVB |
| isbn | 9783110213133 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-020173488 |
| oclc_num | 552200993 |
| open_access_boolean | |
| owner | DE-11 DE-83 DE-824 |
| owner_facet | DE-11 DE-83 DE-824 |
| physical | VIII, 453 S. graph. Darst. |
| publishDate | 2009 |
| publishDateSearch | 2009 |
| publishDateSort | 2009 |
| publisher | de Gruyter |
| record_format | marc |
| series | Radon series on computational and applied mathematics |
| series2 | Radon series on computational and applied mathematics |
| spellingShingle | Advanced financial modelling Radon series on computational and applied mathematics Stochastische Differentialgleichung (DE-588)4057621-8 gnd Optimierung (DE-588)4043664-0 gnd Finanzmathematik (DE-588)4017195-4 gnd |
| subject_GND | (DE-588)4057621-8 (DE-588)4043664-0 (DE-588)4017195-4 |
| title | Advanced financial modelling |
| title_auth | Advanced financial modelling |
| title_exact_search | Advanced financial modelling |
| title_full | Advanced financial modelling ed. by Hansjörg Albrecher ... |
| title_fullStr | Advanced financial modelling ed. by Hansjörg Albrecher ... |
| title_full_unstemmed | Advanced financial modelling ed. by Hansjörg Albrecher ... |
| title_short | Advanced financial modelling |
| title_sort | advanced financial modelling |
| topic | Stochastische Differentialgleichung (DE-588)4057621-8 gnd Optimierung (DE-588)4043664-0 gnd Finanzmathematik (DE-588)4017195-4 gnd |
| topic_facet | Stochastische Differentialgleichung Optimierung Finanzmathematik |
| url | http://deposit.dnb.de/cgi-bin/dokserv?id=3360097&prov=M&dok_var=1&dok_ext=htm http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=020173488&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV023335470 |
| work_keys_str_mv | AT albrecherhansjorg advancedfinancialmodelling |