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Innovations in Derivatives Markets Fixed Income Modeling, Valuation Adjustme…
This book presents 20 peer-reviewed chapters on current aspects of derivatives markets and derivative pricing. The contributions, written by leading researchers in the field as well as experienced authors from the financial industry, present the state of the art in: • Modeling counterparty credit risk: credit valuation adjustment, debit valuation adjustment, funding valuation adjustment, a…
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- ISBN/ISSN
- 978-3-319-33445-5
- Collation
- X, 449
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- -
- Call Number
- 330 INN
Uncertain Differential Equations
This book introduces readers to the basic concepts of and latest findings in the area of differential equations with uncertain factors. It covers the analytic method and numerical method for solving uncertain differential equations, as well as their applications in the field of finance. Furthermore, the book provides a number of new potential research directions for uncertain differential equat…
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- ISBN/ISSN
- 978-3-662-52729-0
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- -
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Trends in Mathematical Economics Dialogues Between Southern Europe and Latin…
This book gathers carefully selected works in Mathematical Economics, on myriad topics including General Equilibrium, Game Theory, Economic Growth, Welfare, Social Choice Theory, Finance. It sheds light on the ongoing discussions that have brought together leading researchers from Latin America and Southern Europe at recent conferences in venues like Porto, Portugal; Athens, Greece; and Guanaju…
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- ISBN/ISSN
- 978-3-319-32543-9
- Collation
- -
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The Fallacy of Corporate Moral Agency
It is uncontroversial that corporations are legal agents that can be held legally responsible, but can corporations also be moral agents that are morally responsible? Part one of this book explicates the most prominent theories of corporate moral agency and provides a detailed debunking of why corporate moral agency is a fallacy. This implies that talk of corporate moral responsibilities, beyon…
- Edition
- 1
- ISBN/ISSN
- 978-94-017-9756-6
- Collation
- XIV, 218, 7 b/w illustrations
- Series Title
- Issues in Business Ethics
- Call Number
- -
The Economics of the Global Environment
This is the first book combining research on the Global Environment, Catastrophic Risks and Economic Theory and Policy. Modern economic theory originated in the middle of the twentieth century when industrial expansion coupled with population growth led to a voracious use of natural resources and global environmental concerns. It is uncontested that, for the first time in recorded history, huma…
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- 1
- ISBN/ISSN
- 978-3-319-31943-8
- Collation
- VII, 649, 30 b/w illustrations, 46 illustrations in colour
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- -
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The Reformation in Economics
This book carves the beginnings of a new path in the arguably weary discipline of economics. It combines a variety of perspectives – from the history of ideas to epistemology – in order to try to understand what has gone so wrong with economics and articulate a coherent way forward. This is undertaken through a dual path of deconstruction and reconstruction. Mainstream economics is broken d…
- Edition
- 1
- ISBN/ISSN
- 978-3-319-40757-9
- Collation
- XV, 368, 2 b/w illustrations, 19 illustrations in colour
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- -
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The Principle of Profit Models
This book mainly focuses on defining profit models, on how many main kinds of profit models there are, how profit models can change a company, and how to tailor a profit model to the needs of a certain company. In this context, profit models are classified as fixed-income, remaining-profit and profit-sharing, admission, toll, parking, fuel and sharing fees, profit sources, customer pricing, auc…
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- 1
- ISBN/ISSN
- 978-3-662-44714-7
- Collation
- XIV, 184
- Series Title
- -
- Call Number
- -
The Price of Fixed Income Market Volatility
Fixed income volatility and equity volatility evolve heterogeneously over time, co-moving disproportionately during periods of global imbalances and each reacting to events of different nature. While the methodology for options-based "model-free" pricing of equity volatility has been known for some time, little is known about analogous methodologies for pricing various fixed income volatilities…
- Edition
- 1
- ISBN/ISSN
- 978-3-319-26523-0
- Collation
- XI, 250, 7 b/w illustrations, 45 illustrations in colour
- Series Title
- Springer Finance
- Call Number
- -
Thermo-Hydro-Mechanical-Chemical Processes in Fractured Porous Media: Modelli…
The present book provides guidance to understanding complicated coupled processes based on the experimental data available and implementation of developed algorithms in numerical codes. Results of selected test cases in the fields of closed-form solutions (e.g., deformation processes), single processes (such as groundwater flow) as well as coupled processes are presented. It is part of the O…
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- ISBN/ISSN
- 978-3-319-11894-9
- Collation
- -
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Online Algorithms for the Portfolio Selection Problem
Robert Dochow mathematically derives a simplified classification structure of selected types of the portfolio selection problem. He proposes two new competitive online algorithms with risk management, which he evaluates analytically. The author empirically evaluates online algorithms by a comprehensive statistical analysis. Concrete results are that follow-the-loser algorithms show the most pro…
- Edition
- 1
- ISBN/ISSN
- 978-3-658-13528-7
- Collation
- XXVI, 185
- Series Title
- -
- Call Number
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