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Format: 1 Online-Ressource

Edition: Online_Ausgabe Boulder, Colo NetLibrary 2005 E-Books von NetLibrary Sonstige Standardnummer des Gesamttitels: 22382847

ISBN: 1417583142

Note: Includes bibliographical references and index

Additional Edition: Reproduktion von Limits to privatization 2005

Language: English

Keywords: Privatisierung ; Öffentliche Wirtschaft ; Privatwirtschaft ; Aufsatzsammlung

URL: Volltext

Author information: Beisheim, Marianne 197X-

Author information: Weizsäcker, Ernst Ulrich von 1939-

Author information: Finger, Matthias 1955-

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Format: 1 Online-Ressource (xvi, 216 Seiten) : , Diagramme, Karten.

ISBN: 978-1-84980-233-8

Series Statement: New horizons in environmental economics

Content: Climate change tends to increase the frequency and intensity of weather-related disasters, which puts many people at risk. Economic, social and environmental impacts further increase vulnerability to natural disasters and tend to set back development, destroy livelihoods and increase disparity nationally and worldwide. This book addresses the differential vulnerability of people and places, introducing concepts and methods for analysis and illustrating the impact on local, regional, national, and global scales.

Additional Edition: Erscheint auch als Druck-Ausgabe ISBN 978-1-84844-037-1

Language: English

Subjects: Economics , Geography

Keywords: Erwärmung ; Klimaschutz ; Soziale Probleme ; Inzidenz ; Klimaänderung ; Gesellschaft ; Wirtschaft ; Politik ; Klimaänderung ; Klimaschutz ; Umweltökonomie ; Klimaänderung ; Naturkatastrophe ; Aufsatzsammlung ; Aufsatzsammlung ; Aufsatzsammlung

DOI: 10.4337/9781849802338

URL: Volltext  (URL des Erstveröffentlichers)

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URL: Deutschlandweit zugänglich

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Format: XVI, 399 S. : , graph. Darst. , 1 CD-ROM

ISBN: 0-387-94850-3

Series Statement: Modeling dynamic systems

Language: English

Subjects: Biology

Keywords: Biologisches System ; Nichtlineares dynamisches System ; Computersimulation ; Biologisches System ; Mathematisches Modell ; Dynamische Modellierung ; Simulationssprache ; Dynamische Modellierung ; Computersimulation ; Dynamische Modellierung ; Computerunterstütztes Verfahren ; Matériel didactique

URL: Inhaltsverzeichnis

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Format: 173 S.

ISBN: 3-8263-3349-7

Series Statement: Advances in ethology 35

Language: English

Keywords: Wildtiere ; Verhaltensphysiologie ; Zootiere ; Verhaltensphysiologie ; Wirbeltiere ; Wildtiere ; Tierphysiologie ; Zootiere ; Tierphysiologie ; Wildtiere ; Verhaltensforschung ; Zootiere ; Verhaltensforschung ; Konferenzschrift ; Konferenzschrift ; Kongress ; Konferenzschrift ; Konferenzschrift

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Format: 336 Seiten : , Illustrationen ; , 23.4 cm x 17 cm.

ISBN: 978-3-77743368-4 , 978-3-88645-202-6

Note: Impressum: Diese Publikation erscheint anlässlich der Ausstellung "Senga Nengudi. Topologien/Topologies", Städtische Galerie im Lenbachhaus und Kunstbau München, 17. September 2019-19. Januar 2020 ; Museu de Arte de São Paulo (MASP), 1. Mai - 2. August 2020 , Text deutsch und englisch

Language: English

Subjects: Art History

Keywords: 1943- Nengudi, Senga ; Ausstellungskatalog ; Ausstellungskatalog ; Ausstellungskatalog ; Ausstellungskatalog ; Bildband ; Ausstellungskatalog ; Ausstellungskatalog ; Ausstellungskatalog ; Ausstellungskatalog

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URL: http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=031558639&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA

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Author information: Weber, Stephanie 1978-

Author information: Mühling, Matthias 1968-

Author information: Nengudi, Senga 1943-

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Format: 111 S. , zahlr. Ill. , 200 mm x 170 mm

ISBN: 9783939633969

Series Statement: Architektur:Positionen

Language: English

Subjects: Engineering

Keywords: Medienfassade

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URL: http://d-nb.info/990566471/04

URL: http://deposit.d-nb.de/cgi-bin/dokserv?id=3160620&prov=M&dok_var=1&dok_ext=htm

Author information: Haeusler, M. Hank

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Format: VIII, 233 Seiten : , Illustrationen.

ISBN: 978-3-11-067167-4

Series Statement: Journal für Kultur und Geschichte der Deutschen im östlichen Europa Band 1 / 2020

Note: Erscheint als Open Access bei De Gruyter

In: no:DE-11-002519153

Additional Edition: Erscheint auch als Online-Ausgabe, EPUB ISBN 978-3-11-067191-9

Additional Edition: Erscheint auch als Online-Ausgabe, PDF ISBN 978-3-11-067182-7

Additional Edition: Erscheint auch als Online-Ausgabe, DOI 10.1515/9783110671827

Language: English

Keywords: Aufklärung ; Bildung ; Aufsatzsammlung

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URL: Inhaltsverzeichnis

Author information: Pasewalck, Silke 1969-

Author information: Weber, Matthias 1961-

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Format: 1 online resource (434 pages)

ISBN: 9783319091143

Series Statement: Springer Proceedings in Mathematics and Statistics Ser. ; v.99

Note: Intro -- Preface I -- Preface II -- Contents -- Part I Markets, Regulation,and Model Risk -- A Random Holding Period Approach for Liquidity-Inclusive Risk Management -- 1 Introduction -- 1.1 Earlier Literature -- 1.2 Different Risk Horizons Are Acknowledged by BCBS -- 2 The Univariate Case -- 2.1 A Brief Review on the Stochastic Holding Period Framework -- 2.2 Semi-analytic Solutions and Simulations -- 3 Dependence Modeling: A Bivariate Case -- 4 Calibration with Liquidity Data -- 4.1 Dependencies Between Liquidity, Credit, and Market Risk -- 4.2 Marginal Distributions of SHPs -- 5 Conclusions -- References -- Regulatory Developments in Risk Management: Restoring Confidence in Internal Models -- 1 Introduction -- 2 Loss of Confidence in Internal Models---How Did It Happen? -- 2.1 An Example from the First Years of the Crisis -- 2.2 Divergence of Model Results -- 3 Alternatives to Internal Models -- 3.1 Overview -- 3.2 The Leverage Ratio -- 3.3 Regulatory Standardised Approaches -- 4 Ways of Restoring Confidence -- 4.1 Overview -- 4.2 Reducing the Variation in Model Results Through Standardisation -- 4.3 Enhancing Transparency -- 4.4 Highlighting the Positive Developments as a Result of the Trading Book Review -- 4.5 Strengthening the Use Test Concept -- 4.6 A Comprehensive Approach to Model Validation -- 4.7 Quantification and Capitalisation of Model Risk -- 4.8 Voluntary Commitment by Banks to a Code of ``Model Ethics'' -- 4.9 Other Approaches -- 5 Conclusion -- References -- Model Risk in Incomplete Markets with Jumps -- 1 Introduction -- 2 Losses from Hedged Positions -- 2.1 Market and Model Setup -- 2.2 Loss Process -- 2.3 Loss Distribution -- 3 Measures of Model Risk -- 3.1 Value-at-Risk and Expected Shortfall -- 3.2 Axioms for Measures of Model Risk -- 4 Hedge Differences -- 5 Application to Energy Markets -- References. , Part II Financial Engineering -- Bid-Ask Spread for Exotic Options under Conic Finance -- 1 Introduction -- 2 Exotic Bid-Ask Spread -- 3 Conclusion -- References -- Derivative Pricing under the Possibility of Long Memory in the supOU Stochastic Volatility Model -- 1 Introduction -- 2 A Review of the supOU Stochastic Volatility Model -- 3 Martingale Conditions -- 4 Fourier Pricing in the supOU Stochastic Volatility Model -- 4.1 A Review on Fourier Pricing -- 4.2 The Characteristic Function -- 4.3 Regularity of the Moment Generating Function -- 5 Examples -- 5.1 Concrete Specifications -- 5.2 Calibration and an Illustrative Example -- References -- A Two-Sided BNS Model for Multicurrency FX Markets -- 1 Introduction -- 2 The Two-Sided Barndorff--Nielsen--Shephard Model Class -- 3 A Tractable Multivariate Extension of the Two-Sided Γ-OU-BNS Model -- 4 Modeling Two FX Rates with a Bivariate Two-Sided Γ-OU-BNS Model -- 4.1 The Dependence Structure of the Lévy Drivers -- 4.2 Implicitly Defined Models -- 5 Application: Calibration to FX Rates and Pricing of Bivariate FX Derivatives -- 5.1 Data -- 5.2 Model Setup -- 5.3 Calibration -- 6 Conclusion and Outlook -- References -- Modeling the Price of Natural Gas with Temperature and Oil Price as Exogenous Factors -- 1 Introduction -- 2 A Review of the Model by Stoll and Wiebauer (2010) -- 3 The Oil Price Dependence of Gas Prices -- 4 Model Calibration with Temperature and Oil Price -- 4.1 Oil Price Model -- 4.2 Temperature Model -- 4.3 The Residual Stochastic Process -- 5 Option Valuation by Least Squares Monte Carlo Including Exogenous Components -- 5.1 Extensions of Least Squares Monte Carlo Algorithm Including Exogenous Components -- 5.2 Influence of Exogenous Components on Valuation Results -- 6 Conclusion -- References -- Copula-Specific Credit Portfolio Modeling -- 1 Introduction. , 2 Copulas Under Consideration -- 3 A Comparison Between CreditRisk+ and CreditMetrics -- 3.1 Preliminary Notes and General Remarks -- 3.2 Theoretical Background -- 4 Results on Estimated Copulas and Risk Figures -- 4.1 Portfolio and Model Calibration -- 4.2 Parametrization of Marginal Distributions -- 4.3 Estimation of Copulas -- 4.4 Effect of the Copula on the Risk Figures and the Tail of the Loss Distribution -- 5 Summary -- References -- Implied Recovery Rates---Auctions and Models -- 1 Introduction -- 2 CDS Settlement: Credit Auction -- 2.1 Initial Biding Period -- 2.2 Dutch Auction -- 2.3 Summary of the Auction Procedure -- 3 Examples of Implied Recovery Models -- 3.1 Cox--Ingersoll--Ross Type Reduced-Form Model -- 3.2 Pure Recovery Model -- 4 Conclusion and Outlook -- References -- Upside and Downside Risk Exposures of Currency Carry Trades via Tail Dependence -- 1 Currency Carry Trade and Uncovered Interest Rate Parity -- 2 Interpreting Tail Dependence as Financial Risk Exposure in Carry Trade Portfolios -- 3 Generalised Archimedean Copula Models for Currency Exchange Rate Baskets -- 4 Currency Basket Model Estimations via Inference Function for the Margins -- 4.1 Stage 1: Fitting the Marginal Distributions via MLE -- 4.2 Stage 2: Fitting the Mixture Copula via MLE -- 5 Exchange Rate Multivariate Data Description and Currency Portfolio Construction -- 6 Results and Discussion -- 6.1 Tail Dependence Results -- 6.2 Pairwise Decomposition of Basket Tail Dependence -- 6.3 Understanding the Tail Exposure Associated with the Carry Trade and Its Role in the UIP Puzzle -- 7 Conclusion -- References -- Part III Insurance Riskand Asset Management -- Participating Life Insurance Contracts under Risk Based Solvency Frameworks: How to Increase Capital Efficiency by Product Design -- 1 Introduction -- 2 Considered Products. , 2.1 The Traditional Product -- 2.2 Alternative Products -- 3 Stochastic Modeling and Analyzed Key Figures -- 3.1 The Financial Market Model -- 3.2 The Asset-Liability Model -- 3.3 Key Drivers for Capital Efficiency -- 4 Results -- 4.1 Assumptions -- 4.2 Comparison of Product Designs -- 4.3 Sensitivity Analyses -- 4.4 Reduction in the Level of Guarantee -- 5 Conclusion and Outlook -- References -- Reducing Surrender Incentives Through Fee Structure in Variable Annuities -- 1 Introduction -- 2 Assumptions and Model -- 2.1 Variable Annuity -- 2.2 Benefits -- 3 Valuation of the Surrender Option -- 3.1 Notation and Optimal Surrender Decision -- 3.2 Theoretical Result on Optimal Surrender Behavior -- 3.3 Valuation of the Surrender Option Using PDEs -- 4 Numerical Example -- 4.1 Numerical Results -- 5 Concluding Remarks -- References -- A Variational Approach for Mean-Variance-Optimal Deterministic Consumption and Investment -- 1 Introduction -- 2 The Mean-Variance-Optimal Deterministic Consumption and Investment Problem -- 3 Existence of Optimal Deterministic Control Functions -- 4 A Pontryagin Maximum Principle -- 5 Generalized Gradients for the Objective -- 6 Numerical Optimization by a Gradient Ascent Method -- 7 Numerical Example -- References -- Risk Control in Asset Management: Motives and Concepts -- 1 Introduction -- 2 Risk Management for Active Portfolios -- 2.1 Factor Structure and Portfolio Risk -- 2.2 Allocation to Active and Passive Funds -- 3 Dealing with Investors Downside-Risk Aversion -- 3.1 Portfolio Insurance -- 3.2 Popular Portfolio Insurance Strategies -- 3.3 Performance Comparison -- 3.4 Other Risks -- 4 Parameter Uncertainty and Model Uncertainty -- 4.1 Parameter Uncertainty -- 4.2 Model Uncertainty -- 5 Conclusion -- References -- Worst-Case Scenario Portfolio Optimization Given the Probability of a Crash -- 1 Introduction. , 1.1 Alternative Ansatz of Korn and Wilmott -- 1.2 Literature Review -- 2 Setup of the Model -- 3 Optimal Portfolios Given the Probability of a Crash -- 4 The q-quantile Crash Hedging Strategy -- 5 Examples -- 5.1 Uniformly Distributed Crash Sizes -- 5.2 Conditional Exponential Distributed Crash Sizes -- 5.3 Conditional Exponential Distributed Crash Sizes with Exponential Distributed Crash Times -- 6 Deterministic Portfolio Strategies -- 7 Conclusion -- References -- Improving Optimal Terminal Value Replicating Portfolios -- 1 Introduction -- 2 The Mathematical Setup -- 3 The Theory of Replicating Portfolios -- 3.1 Cash-Flow Matching -- 3.2 Discounted Terminal Value Matching -- 4 Equivalence of Cash-Flow Matching and Discounted Terminal Value Matching -- 5 Example -- 6 Conclusion -- References -- Part IV Computational Methodsfor Risk Management -- Risk and Computation -- 1 Computational Risk -- 1.1 Efficiency of Algorithms -- 1.2 Risk of an Algorithm -- 1.3 Eliminate the Risk -- 1.4 Effort -- 1.5 Example -- 2 Assessing Structural Risk -- 2.1 Simplest Attractor -- 2.2 Mean-Field Models -- 2.3 Artificial Example -- 2.4 Structure in Phase Spaces -- 2.5 Risk Index -- 2.6 Example -- 2.7 Summary -- References -- Extreme Value Importance Sampling for Rare Event Risk Measurement -- 1 Introduction -- 2 The One-Dimensional Case -- 3 Examples -- 3.1 Example 1: Simulation Estimators of Quantiles and TailVar for the Normal Distribution -- 3.2 Example 2: Simulating a Portfolio Credit Risk Model -- 4 Conclusion -- References -- A Note on the Numerical Evaluation of the Hartman--Watson Density and Distribution Function -- 1 Introduction -- 2 Occurrence of the Hartman--Watson Law -- 3 Straightforward Implementation Based on Formula (1) -- 4 Evaluation via Gaver--Stehfest Laplace Inversion. , 5 Evaluation via a Complex Laplace Inversion Method for the Bondesson Class.

Additional Edition: Print version: Glau, Kathrin Innovations in Quantitative Risk Management Cham : Springer International Publishing AG,c2015 ISBN 9783319091136

Language: English

Subjects: Economics

Keywords: Electronic books. ; Electronic book. ; Electronic books. ; Conference papers and proceedings. ; Konferenzschrift ; Electronic books

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Format: 1 Online-Ressource (XV, 382 Seiten)

ISBN: 9783030156244

Series Statement: CSR, Sustainability, Ethics & Governance

Additional Edition: Erscheint auch als Druck-Ausgabe ISBN 978-3-030-15623-7

Additional Edition: Erscheint auch als Druck-Ausgabe ISBN 978-3-030-15625-1

Additional Edition: Erscheint auch als Druck-Ausgabe ISBN 978-3-030-15626-8

Language: English

Subjects: Economics , Sports Science

Keywords: Tourismusindustrie ; Nachhaltigkeit ; Corporate Social Responsibility ; Aufsatzsammlung

DOI: 10.1007/978-3-030-15624-4

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Author information: Fifka, Matthias S. 1974-

Author information: Lund-Durlacher, Dagmar 1961-

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Format: XVI, 363 Seiten : , Illustrationen ; , 24 cm x 17 cm.

ISBN: 978-3-11-068071-3 , 3-11-068071-8

Series Statement: Archiv für Papyrusforschung und verwandte Gebiete. Beihefte 41

Additional Edition: Erscheint auch als Online-Ausgabe, PDF ISBN 978-3-11-068097-3

Additional Edition: Erscheint auch als Online-Ausgabe, EPUB ISBN 978-3-11-068102-4

Language: English

Subjects: Comparative Studies. Non-European Languages/Literatures , General works , Ancient Studies

Keywords: Papyrus ; Katalog ; Katalog ; Quelle ; Kommentar

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Author information: Hübner, Sabine R., 1976-

Author information: Müller, Matthias, 1971-