Springer Berlin Heidelberg: 10075 books
Real Estate Investment Trusts in Europe
Evolution, Regulation, and Opportunities for Growth
Language: English
Release Date: December 11, 2013
Shortly before of the beginning of the global financial crisis of 2008 REITs were introduced in several European countries based on their success in mature markets like the US, Australia and some Asian countries. While the history of REITs in Europe has been relatively brief, REITs are well on the...
Mathematical Risk Analysis
Dependence, Risk Bounds, Optimal Allocations and Portfolios
Language: English
Release Date: March 12, 2013
The author's particular interest in the area of risk measures is to combine this theory with the analysis of dependence properties. The present volume gives an introduction of basic concepts and methods in mathematical risk analysis, in particular of those parts of risk theory that are of special...
by
Language: English
Release Date: June 25, 2011
Language: English
Release Date: June 25, 2011
The bulk of this volume deals with the four main aspects of risk management: market risk, credit risk, risk management - in macro-economy as well as within companies. It presents a number of approaches and case studies directed at applying risk management to diverse business environments. Included...
The Basel II Risk Parameters
Estimation, Validation, Stress Testing - with Applications to Loan Risk Management
Language: English
Release Date: March 31, 2011
The estimation and the validation of the Basel II risk parameters PD (default probability), LGD (loss given fault), and EAD (exposure at default) is an important problem in banking practice. These parameters are used on the one hand as inputs to credit portfolio models and in loan pricing frameworks,...
by
Language: English
Release Date: March 29, 2011
Language: English
Release Date: March 29, 2011
This book presents innovations in the mathematical foundations of financial analysis and numerical methods for finance and applications to the modeling of risk. The topics selected include measures of risk, credit contagion, insider trading, information in finance, stochastic control and its applications...
by Mohamed Abdel-Hameed
Language: English
Release Date: December 11, 2013
Language: English
Release Date: December 11, 2013
This book covers Lévy processes and their applications in the contexts of reliability and storage. Special attention is paid to life distributions and the maintenance of devices subject to degradation; estimating the parameters of the degradation process is also discussed, as is the maintenance of dams subject to Lévy input.
by Hengnian Li
Language: English
Release Date: August 8, 2014
Language: English
Release Date: August 8, 2014
Geostationary Satellites Collocation aims to find solutions for deploying a safe and reliable collocation control. Focusing on the orbital perturbation analysis, the mathematical foundations for orbit and control of the geostationary satellite. The mathematical and physical principle of orbital maneuver...
Computational Methods for Quantitative Finance
Finite Element Methods for Derivative Pricing
Language: English
Release Date: February 15, 2013
Many mathematical assumptions on which classical derivative pricing methods are based have come under scrutiny in recent years. The present volume offers an introduction to deterministic algorithms for the fast and accurate pricing of derivative contracts in modern finance. This unified, non-Monte-Carlo...
Financial Modeling
A Backward Stochastic Differential Equations Perspective
Language: English
Release Date: June 13, 2013
Backward stochastic differential equations (BSDEs) provide a general mathematical framework for solving pricing and risk management questions of financial derivatives. They are of growing importance for nonlinear pricing problems such as CVA computations that have been developed since the crisis....
Hamilton-Jacobi Equations: Approximations, Numerical Analysis and Applications
Cetraro, Italy 2011, Editors: Paola Loreti, Nicoletta Anna Tchou
Language: English
Release Date: May 24, 2013
These Lecture Notes contain the material relative to the courses given at the CIME summer school held in Cetraro, Italy from August 29 to September 3, 2011. The topic was "Hamilton-Jacobi Equations: Approximations, Numerical Analysis and Applications". The courses dealt mostly with the following...
by L. C. G. Rogers
Language: English
Release Date: January 10, 2013
Language: English
Release Date: January 10, 2013
Readers of this book will learn how to solve a wide range of optimal investment problems arising in finance and economics.
Starting from the fundamental Merton problem, many variants are presented and solved, often using numerical techniques
that the book also covers. The final chapter assesses the relevance of many of the models in common use when applied to data.
From Particle Systems to Partial Differential Equations
Particle Systems and PDEs, Braga, Portugal, December 2012
Language: English
Release Date: May 17, 2014
This book presents the proceedings of the international conference Particle Systems and Partial Differential Equations I, which took place at the Centre of Mathematics of the University of Minho, Braga, Portugal, from the 5th to the 7th of December, 2012.
The purpose of the conference was to...
by Peter Zweifel, Roland Eisen
Language: English
Release Date: February 24, 2012
Language: English
Release Date: February 24, 2012
"Winner of the 2014 Kulp-Wright Book Award Presented by the American Risk and Insurance Association".
More information can be found here:
http://www.aria.org/awards/bookawards.htm
Insurance Economics brings together the economic analysis of decision making under risk,...
The Yield Curve and Financial Risk Premia
Implications for Monetary Policy
Language: English
Release Date: August 17, 2011
The determinants of yield curve dynamics have been thoroughly discussed in finance models. However, little can be said about the macroeconomic factors behind the movements of short- and long-term interest rates as well as the risk compensation demanded by financial investors. By taking on a macro-finance...