Verfügbarkeit: Advanced financial modelling

Advanced financial modelling:

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Bibliographische Detailangaben
Weitere Verfasser:	Albrecher, Hansjörg 1974- (HerausgeberIn)
Format:	Elektronisch E-Book
Sprache:	English
Veröffentlicht:	Berlin [u.a.] de Gruyter 2009
Schriftenreihe:	Radon series on computational and applied mathematics 8
Schlagworte:	Stochastische Differentialgleichung Optimierung Finanzmathematik
Online-Zugang:	DE-188 Inhaltstext Volltext Inhaltsverzeichnis
Beschreibung:	1 Online-Ressource (VIII, 453 S.) graph. Darst.
ISBN:	9783110213140
DOI:	10.1515/9783110213140

Internformat

MARC


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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
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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
doi_str_mv	10.1515/9783110213140
format	Electronic eBook
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series	Radon series on computational and applied mathematics
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spelling	Advanced financial modelling ed. by Hansjörg Albrecher ... Berlin [u.a.] de Gruyter 2009 1 Online-Ressource (VIII, 453 S.) graph. Darst. txt rdacontent c rdamedia cr rdacarrier Radon series on computational and applied mathematics 8 Stochastische Differentialgleichung (DE-588)4057621-8 gnd rswk-swf Optimierung (DE-588)4043664-0 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 s Optimierung (DE-588)4043664-0 s Stochastische Differentialgleichung (DE-588)4057621-8 s DE-604 Albrecher, Hansjörg 1974- (DE-588)138015244 edt Erscheint auch als Druck-Ausgabe 978-3-11-021313-3 (DE-604)BV025575621 Radon series on computational and applied mathematics 8 (DE-604)BV045093055 8 text/html http://deposit.dnb.de/cgi-bin/dokserv?id=3360097&prov=M&dok_var=1&dok_ext=htm Inhaltstext https://doi.org/10.1515/9783110213140 Verlag Volltext DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=018901376&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis
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
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