Download or read book Efficient pricing algorithms for exotic derivatives written by Roger Lord and published by Rozenberg Publishers. This book was released on 2008 with total page 211 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Efficient simulation algorithms for optimization of discrete event systems based on measure valued differentation written by Taoying Farenhorst-Yuan and published by Rozenberg Publishers. This book was released on 2010 with total page 198 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Advanced Mathematical Methods for Finance written by Julia Di Nunno and published by Springer Science & Business Media. This book was released on 2011-03-29 with total page 532 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 to portfolio choices and liquidation, models of liquidity, pricing, and hedging. The models presented are based on the use of Brownian motion, Lévy processes and jump diffusions. Moreover, fractional Brownian motion and ambit processes are also introduced at various levels. The chosen blend of topics gives an overview of the frontiers of mathematics for finance. New results, new methods and new models are all introduced in different forms according to the subject. Additionally, the existing literature on the topic is reviewed. The diversity of the topics makes the book suitable for graduate students, researchers and practitioners in the areas of financial modeling and quantitative finance. The chapters will also be of interest to experts in the financial market interested in new methods and products. This volume presents the results of the European ESF research networking program Advanced Mathematical Methods for Finance.
Download or read book Prices and Pricesetting written by Riemer Pieter Faber and published by Rozenberg Publishers. This book was released on 2010 with total page 157 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Stochastic dominance in portfolio analysis and asset pricing written by Andrey M. Lizyayev and published by Rozenberg Publishers. This book was released on 2010 with total page 136 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Essays on the measurements sensitivity of risk aversion and causal effects in education written by Adam Sanoé Booij and published by Rozenberg Publishers. This book was released on 2009 with total page 174 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book The Concept of Equilibrium in Different Economic Traditions written by Bert Tieben and published by Rozenberg Publishers. This book was released on 2009 with total page 592 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book The intra household allocation of time written by and published by Rozenberg Publishers. This book was released on 2009 with total page 190 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Poverty Risk and Insurance Evidence from Ethiopia and Yemen written by Lei Pan and published by Rozenberg Publishers. This book was released on 2009 with total page 155 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Essays on Consumer Search and Interlocking Directorates written by Silva Deželan and published by Rozenberg Publishers. This book was released on 2001 with total page 157 pages. Available in PDF, EPUB and Kindle. Book excerpt: Information is crucial to make good decisions, but obtaining and providing information often comes at a cost. Consumers and firms both need to balance these costs and benefits of obtaining and providing information in order to make the best decisions. The research in this thesis investigates several questions that pertain to the acquisition and provision of information. In the first part of this thesis it is assumed that consumers are not fully informed about the prices or availability of a product they want to buy. Consumers can search for information, but this comes at a cost. At the same time, shops can influence these costs. In the first two studies in this part, shops have the possibility to advertise. An advertisement provides information to consumers and reduces the search costs. We investigate, among other things, the pricing behavior of shops and the relation between search and advertising. The third study in this part of the thesis considers the location choice of shops. Locating together in a shopping mall reduces the search costs of consumers. This increases the competition between shops and lowers the prices, but we show that at the same time the sales volume increases. The total effect of locating together on profits is generally positive. The second part of this thesis considers director ties (also named interlocks). A director who has several directorships in different firms can serve as an information bridge between the different firms. At the same time, interlocking directors are busy and form a homogenous group. Data from the Netherlands show that in The Netherlands the positive information providing effect of interlocks is outweighed by a negative busyness and homogenous group effect.
Download or read book Managing Consumer Resistance to Innovations written by Machiel Jan Reinders and published by Rozenberg Publishers. This book was released on 2010 with total page 140 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Dynamic Delay Management at Railways Semi Markovian Decision Approach written by Assil Al- Ibrahim and published by Rozenberg Publishers. This book was released on 2010 with total page 253 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Econometric studies to the economic and social factors of crime written by Sunčica Nikola Vujić and published by Rozenberg Publishers. This book was released on 2009 with total page 253 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Adoption to Climate Change in Inland Waterway Transport written by Olaf Erik Jonkeren and published by Rozenberg Publishers. This book was released on 2009 with total page 164 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Essays on endogenous economic policy written by Isidoro Adolfo Mazza and published by Rozenberg Publishers. This book was released on 2009 with total page 96 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Three essays on empirical finance written by Tse-Chun Lin and published by Rozenberg Publishers. This book was released on 2009 with total page 146 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Understanding Socioeconomic Differences in Health An Economic Approach written by and published by Rozenberg Publishers. This book was released on 2010 with total page 226 pages. Available in PDF, EPUB and Kindle. Book excerpt:
