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Editore: Berlin ; Heidelberg ; New York : Springer, 2005
ISBN 10: 3540261915ISBN 13: 9783540261919
Da: Wissenschaftliches Antiquariat Köln Dr. Sebastian Peters UG, Köln, Germania
Libro
Broschur. Condizione: sehr gut. XVI, 357 S. : graph. Darst. ; 24 cm. Sprache: eng.
Editore: GRIN Verlag Feb 2008, 2008
ISBN 10: 3638907813ISBN 13: 9783638907811
Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
Libro Print on Demand
Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Diplomarbeit aus dem Jahr 1997 im Fachbereich Mathematik - Angewandte Mathematik, Note: 1.0, Johannes Gutenberg-Universität Mainz (Fachbereich Mathematik), 23 Quellen im Literaturverzeichnis, Sprache: Deutsch, Abstract: Statistische Verfahren für finanzmathematische Modelle sind eines der interessantesten Gebiete der Finanzmathematik. Dies liegt daran, dass die Mathematisierung der Finanzwelt immer stärker voranschreitet und mathematische Modelle exakte Inputparameter benötigen, die zuvor erst aus historischen Daten gewonnen werden müssen. Ziel dieses Buches ist es, aktuelle Schätzverfahren für bestimmte Klassen von Diffusionsprozessen detailliert vorzustellen und an Beispielen aus der Praxis zu testen. Dabei werden insbesondere die Mean-Reverting Prozesse behandelt, die Grundlage jeder Simulation der Zinsstrukturkurve sind. Ein Schwerpunk liegt dabei auf dem Vasicek Modell und dem Cox-Ingersoll-Ross Modell. Das Buch gliedert sich in drei Teile: Der erste Teil widmet sich den stochastischen Grundlagen der Diffusionsprozesse und führt in die Theorie der Zinsstrukturmodelle ein. Der zweite Teil wendet sich den Schätzverfahren für die Parameter der stochastischen Prozesse zu. Diese Verfahren ermöglichen es, die Drift und die Volatilität eines stochastischen Prozesses zu schätzen. Hier werden z.B. Maximum-Likelihood-Schätzer und Martingalschätzfunktionen vorgestellt. Im dritten und letzten Teil werden die Schätzverfahren für die Diffusionsprozesse intensiv getestet und die Tests ausgewertet. Die Tests erfolgen sowohl an simulierten als auch an historischen Datensätzen (historical backtesting). In diesem Zusammenhang werden auch die Grundlagen von QQ-Plots und der Monte-Carlo Simulation zur Erzeugung von Zeitreihen stochastischer Prozesse mittels Computerprogrammen vorgestellt. 212 pp. Deutsch.
Editore: GRIN Verlag, 2008
ISBN 10: 3638907813ISBN 13: 9783638907811
Da: AHA-BUCH GmbH, Einbeck, Germania
Libro
Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - Diplomarbeit aus dem Jahr 1997 im Fachbereich Mathematik - Angewandte Mathematik, Note: 1.0, Johannes Gutenberg-Universität Mainz (Fachbereich Mathematik), 23 Quellen im Literaturverzeichnis, Sprache: Deutsch, Abstract: Statistische Verfahren für finanzmathematische Modelle sind eines der interessantesten Gebiete der Finanzmathematik. Dies liegt daran, dass die Mathematisierung der Finanzwelt immer stärker voranschreitet und mathematische Modelle exakte Inputparameter benötigen, die zuvor erst aus historischen Daten gewonnen werden müssen. Ziel dieses Buches ist es, aktuelle Schätzverfahren für bestimmte Klassen von Diffusionsprozessen detailliert vorzustellen und an Beispielen aus der Praxis zu testen. Dabei werden insbesondere die Mean-Reverting Prozesse behandelt, die Grundlage jeder Simulation der Zinsstrukturkurve sind. Ein Schwerpunk liegt dabei auf dem Vasicek Modell und dem Cox-Ingersoll-Ross Modell. Das Buch gliedert sich in drei Teile: Der erste Teil widmet sich den stochastischen Grundlagen der Diffusionsprozesse und führt in die Theorie der Zinsstrukturmodelle ein. Der zweite Teil wendet sich den Schätzverfahren für die Parameter der stochastischen Prozesse zu. Diese Verfahren ermöglichen es, die Drift und die Volatilität eines stochastischen Prozesses zu schätzen. Hier werden z.B. Maximum-Likelihood-Schätzer und Martingalschätzfunktionen vorgestellt. Im dritten und letzten Teil werden die Schätzverfahren für die Diffusionsprozesse intensiv getestet und die Tests ausgewertet. Die Tests erfolgen sowohl an simulierten als auch an historischen Datensätzen (historical backtesting). In diesem Zusammenhang werden auch die Grundlagen von QQ-Plots und der Monte-Carlo Simulation zur Erzeugung von Zeitreihen stochastischer Prozesse mittels Computerprogrammen vorgestellt.
Editore: Springer Berlin Heidelberg, 2016
ISBN 10: 3662525755ISBN 13: 9783662525753
Da: moluna, Greven, Germania
Libro Print on Demand
Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Serves as a thorough guide to asset and risk management and combines theory and practice Includes a risk measurement workshop with numerous introductory examples Provides a comprehensive overview of behavioral finance and its relevance for .
Editore: Springer Berlin Heidelberg Sep 2016, 2016
ISBN 10: 3662525755ISBN 13: 9783662525753
Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
Libro Print on Demand
Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware 496 pp. Englisch.
Editore: Springer, 2005
ISBN 10: 3540261915ISBN 13: 9783540261919
Da: Versandantiquariat Manuel Weiner, Friedenweiler, Germania
Libro
Berlin ; Heidelberg ; New York : Springer, 2005, XVI, 357 Seiten, graph. Darst. ; 24 cm, (Lecture notes in economics and mathematical systems ; Vol. 559) ; kart. ; Tendenz zu sehr gut, geringe Gebrauchsspuren, keine Einträge.
Editore: Springer, 2016
ISBN 10: 3662525755ISBN 13: 9783662525753
Da: booksXpress, Bayonne, NJ, U.S.A.
Libro Print on Demand
Soft Cover. Condizione: new. This item is printed on demand.
Editore: Springer Berlin Heidelberg, 2016
ISBN 10: 3662525755ISBN 13: 9783662525753
Da: AHA-BUCH GmbH, Einbeck, Germania
Libro
Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering.
Editore: Springer, 2016
ISBN 10: 3662525755ISBN 13: 9783662525753
Da: Ria Christie Collections, Uxbridge, Regno Unito
Libro Print on Demand
Condizione: New. PRINT ON DEMAND Book; New; Fast Shipping from the UK. No. book.
Editore: Springer 2016-09, 2016
ISBN 10: 3662525755ISBN 13: 9783662525753
Da: Chiron Media, Wallingford, Regno Unito
Libro
PF. Condizione: New.
Editore: Springer 22 O, 2014
ISBN 10: 3642554431ISBN 13: 9783642554438
Da: AwesomeBooks, Wallingford, Regno Unito
Libro
Hardcover. Condizione: Very Good. Applied Asset and Risk Management: A Guide to Modern Portfolio Management and Behavior-Driven Markets (Management for Professionals) This book is in very good condition and will be shipped within 24 hours of ordering. The cover may have some limited signs of wear but the pages are clean, intact and the spine remains undamaged. This book has clearly been well maintained and looked after thus far. Money back guarantee if you are not satisfied. See all our books here, order more than 1 book and get discounted shipping. .
Editore: Springer 01/t /22 O, 2014
ISBN 10: 3642554431ISBN 13: 9783642554438
Da: Bahamut Media, Reading, Regno Unito
Libro
Hardcover. Condizione: Very Good. Shipped within 24 hours from our UK warehouse. Clean, undamaged book with no damage to pages and minimal wear to the cover. Spine still tight, in very good condition. Remember if you are not happy, you are covered by our 100% money back guarantee.
Editore: Springer Berlin Heidelberg, 2014
ISBN 10: 3642554431ISBN 13: 9783642554438
Da: moluna, Greven, Germania
Libro Print on Demand
Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Serves as a thorough guide to asset and risk management and combines theory and practice Includes a risk measurement workshop with numerous introductory examples Provides a comprehensive overview of behavioral finance and its relevance for .
Editore: Springer, 2014
ISBN 10: 3642554431ISBN 13: 9783642554438
Da: Studibuch, Stuttgart, Germania
Libro
hardcover. Condizione: Gut. 493 Seiten; 9783642554438.3 Sprache: Deutsch Gewicht in Gramm: 19.
Editore: Springer Berlin Heidelberg, 2014
ISBN 10: 3642441319ISBN 13: 9783642441318
Da: moluna, Greven, Germania
Libro Print on Demand
Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Systematic analysis based on simulation and historical backgroundNecessary theory is providedNew: covering the time period of the financial crisis 2008Marcus Schulmerich received his doctoral degree with Prof. Ulrich Hommel, Ph.D., Endowed Chair o.
Editore: Springer Berlin Heidelberg, 2010
ISBN 10: 3642126618ISBN 13: 9783642126611
Da: moluna, Greven, Germania
Libro Print on Demand
Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Systematic analysis based on simulation and historical backgroundNecessary theory is providedNew: covering the time period of the financial crisis 2008Marcus Schulmerich received his doctoral degree with Prof. Ulrich Hommel, Ph.D., Endowed Chair o.
Editore: Springer Berlin Heidelberg Okt 2014, 2014
ISBN 10: 3642554431ISBN 13: 9783642554438
Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
Libro Print on Demand
Buch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware 496 pp. Englisch.
Editore: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, 2010
ISBN 10: 3642126618ISBN 13: 9783642126611
Da: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Irlanda
Libro
Condizione: New. This book, updated to cover the financial crisis 2008, analyzes real options valuation for non-constant versus constant interest rates using simulations and historical backtesting. The major change in this edition is the expanded number of tested scenarios. Num Pages: 389 pages, 122 black & white tables, biography. BIC Classification: KCBM; KFFK; PBT; PBW. Category: (P) Professional & Vocational. Dimension: 243 x 162 x 27. Weight in Grams: 732. . 2010. 2nd ed. 2010. Hardcover. . . . .
Editore: Springer, 2010
ISBN 10: 3642126618ISBN 13: 9783642126611
Da: booksXpress, Bayonne, NJ, U.S.A.
Libro
Hardcover. Condizione: new.
Editore: Springer, 2014
ISBN 10: 3642554431ISBN 13: 9783642554438
Da: booksXpress, Bayonne, NJ, U.S.A.
Libro
Hardcover. Condizione: new.
Editore: Springer Berlin Heidelberg, 2014
ISBN 10: 3642554431ISBN 13: 9783642554438
Da: AHA-BUCH GmbH, Einbeck, Germania
Libro
Buch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering.
Editore: Springer Berlin Heidelberg Okt 2014, 2014
ISBN 10: 3642441319ISBN 13: 9783642441318
Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
Libro Print on Demand
Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -After the rst edition of this book was published in early 2005, the world has changed dramatically and at a pace never seen before. The changes that - curred in 2008 and 2009 were completely unthinkable two years before. These changes took place not only in the Finance sector, the origin of the crisis, but also, as a result, in other economic sectors like the automotive sector. Governments now own substantial parts, if not majorities, in banks or other companies which recorded losses of double digit billions of USD in 2008. 2008 saw the collapse of leading stand-alone U. S. investment banks. In many co- tries interest rates fell close to zero. What has happend While the economy showed strong growth in 2004 to 2006, the Subprime or Credit Crisis changed the picture completely. What started in the U. S. ho- ing market in late 2006 became a full- edged global nancial crisis and has a ected nancial markets around the world. A decline in U. S. house prices and increasing interest rates caused a higher rate of subprime mortgage delinqu- cies in the U. S. and, due to the wide distribution of securitized assets, had a negative e ect on other markets. As a result, markets realized that risks had been underestimated and volatility increased. This development culminated in the bankruptcy of the investment bank Lehman Brothers in mid September 2008. 408 pp. Englisch.
Editore: Berlin Springer Berlin Heidelberg Springer Aug 2010, 2010
ISBN 10: 3642126618ISBN 13: 9783642126611
Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
Libro Print on Demand
Buch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -After the rst edition of this book was published in early 2005, the world has changed dramatically and at a pace never seen before. The changes that - curred in 2008 and 2009 were completely unthinkable two years before. These changes took place not only in the Finance sector, the origin of the crisis, but also, as a result, in other economic sectors like the automotive sector. Governments now own substantial parts, if not majorities, in banks or other companies which recorded losses of double digit billions of USD in 2008. 2008 saw the collapse of leading stand-alone U. S. investment banks. In many co- tries interest rates fell close to zero. What has happend While the economy showed strong growth in 2004 to 2006, the Subprime or Credit Crisis changed the picture completely. What started in the U. S. ho- ing market in late 2006 became a full- edged global nancial crisis and has a ected nancial markets around the world. A decline in U. S. house prices and increasing interest rates caused a higher rate of subprime mortgage delinqu- cies in the U. S. and, due to the wide distribution of securitized assets, had a negative e ect on other markets. As a result, markets realized that risks had been underestimated and volatility increased. This development culminated in the bankruptcy of the investment bank Lehman Brothers in mid September 2008. 389 pp. Englisch.
Editore: GRIN Verlag, 2008
ISBN 10: 3638907813ISBN 13: 9783638907811
Da: Mispah books, Redhill, SURRE, Regno Unito
Libro
Paperback. Condizione: Like New. Like New. book.
Editore: Springer Verlag, 2016
ISBN 10: 3662525755ISBN 13: 9783662525753
Da: Revaluation Books, Exeter, Regno Unito
Libro
Paperback. Condizione: Brand New. reprint edition. 496 pages. 9.25x6.10x1.26 inches. In Stock.
Editore: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, 2010
ISBN 10: 3642126618ISBN 13: 9783642126611
Da: Kennys Bookstore, Olney, MD, U.S.A.
Libro
Condizione: New. This book, updated to cover the financial crisis 2008, analyzes real options valuation for non-constant versus constant interest rates using simulations and historical backtesting. The major change in this edition is the expanded number of tested scenarios. Num Pages: 389 pages, 122 black & white tables, biography. BIC Classification: KCBM; KFFK; PBT; PBW. Category: (P) Professional & Vocational. Dimension: 243 x 162 x 27. Weight in Grams: 732. . 2010. 2nd ed. 2010. Hardcover. . . . . Books ship from the US and Ireland.
Editore: Springer Berlin Heidelberg, 2014
ISBN 10: 3642441319ISBN 13: 9783642441318
Da: AHA-BUCH GmbH, Einbeck, Germania
Libro
Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - After the rst edition of this book was published in early 2005, the world has changed dramatically and at a pace never seen before. The changes that - curred in 2008 and 2009 were completely unthinkable two years before. These changes took place not only in the Finance sector, the origin of the crisis, but also, as a result, in other economic sectors like the automotive sector. Governments now own substantial parts, if not majorities, in banks or other companies which recorded losses of double digit billions of USD in 2008. 2008 saw the collapse of leading stand-alone U. S. investment banks. In many co- tries interest rates fell close to zero. What has happend While the economy showed strong growth in 2004 to 2006, the Subprime or Credit Crisis changed the picture completely. What started in the U. S. ho- ing market in late 2006 became a full- edged global nancial crisis and has a ected nancial markets around the world. A decline in U. S. house prices and increasing interest rates caused a higher rate of subprime mortgage delinqu- cies in the U. S. and, due to the wide distribution of securitized assets, had a negative e ect on other markets. As a result, markets realized that risks had been underestimated and volatility increased. This development culminated in the bankruptcy of the investment bank Lehman Brothers in mid September 2008.
Editore: Springer, Berlin, Springer Berlin Heidelberg, Springer, 2010
ISBN 10: 3642126618ISBN 13: 9783642126611
Da: AHA-BUCH GmbH, Einbeck, Germania
Libro
Buch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - After the rst edition of this book was published in early 2005, the world has changed dramatically and at a pace never seen before. The changes that - curred in 2008 and 2009 were completely unthinkable two years before. These changes took place not only in the Finance sector, the origin of the crisis, but also, as a result, in other economic sectors like the automotive sector. Governments now own substantial parts, if not majorities, in banks or other companies which recorded losses of double digit billions of USD in 2008. 2008 saw the collapse of leading stand-alone U. S. investment banks. In many co- tries interest rates fell close to zero. What has happend While the economy showed strong growth in 2004 to 2006, the Subprime or Credit Crisis changed the picture completely. What started in the U. S. ho- ing market in late 2006 became a full- edged global nancial crisis and has a ected nancial markets around the world. A decline in U. S. house prices and increasing interest rates caused a higher rate of subprime mortgage delinqu- cies in the U. S. and, due to the wide distribution of securitized assets, had a negative e ect on other markets. As a result, markets realized that risks had been underestimated and volatility increased. This development culminated in the bankruptcy of the investment bank Lehman Brothers in mid September 2008.
Editore: Springer, 2014
ISBN 10: 3642554431ISBN 13: 9783642554438
Da: Ria Christie Collections, Uxbridge, Regno Unito
Libro Print on Demand
Condizione: New. PRINT ON DEMAND Book; New; Fast Shipping from the UK. No. book.
Editore: Springer, 2014
ISBN 10: 3642554431ISBN 13: 9783642554438
Da: GF Books, Inc., Hawthorne, CA, U.S.A.
Libro
Condizione: Good. Book is in Used-Good condition. Pages and cover are clean and intact. Used items may not include supplementary materials such as CDs or access codes. May show signs of minor shelf wear and contain limited notes and highlighting.