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Format: 1 Online-Ressource (X, 76 Seiten) : , Illustrationen.

ISBN: 978-3-658-34778-9

Series Statement: essentials

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Language: German

Keywords: Wohnmedizin ; Electronic books.

DOI: 10.1007/978-3-658-34778-9

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Author information: Augustin, Matthias, 1962-,

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Format: 1 online resource (244 pages)

ISBN: 9783030886820

Series Statement: Lecture Notes in Intelligent Transportation and Infrastructure Ser.

Additional Edition: Print version: Schirrer, Alexander Energy-Efficient and Semi-Automated Truck Platooning Cham : Springer International Publishing AG,c2022 ISBN 9783030886813

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Format: 1 Online-Ressource

ISBN: 9783839470060

Series Statement: Pädagogik

Note: Dissertation Universität Bielefeld 2023

Additional Edition: Erscheint auch als Druck-Ausgabe ISBN 978-3-8376-7006-6

Language: German

Keywords: Hochschulschrift ; Hochschulschrift ; Hochschulschrift

DOI: 10.14361/9783839470060

DOI: 10.1515/9783839470060

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Format: 1 online resource (198 pages)

Edition: 1st ed.

ISBN: 9783031304774

Series Statement: Springer Series in Materials Science Series ; v.333

Note: Intro -- Preface -- Acknowledgements -- Contents -- 1 Introduction -- References -- 2 Review of Theories and a New Classification of Tortuosity Types -- 2.1 Introduction -- 2.1.1 Basic Concept of Tortuosity -- 2.1.2 Basic Challenges -- 2.1.3 Criteria for Classification -- 2.1.4 Content and Structure of This Chapter -- 2.2 Hydraulic Tortuosity -- 2.2.1 Classical Carman-Kozeny Theory -- 2.2.2 From Classical Carman-Kozeny Theory to Modern Characterization of Microstructure Effects -- 2.3 Electrical Tortuosity -- 2.3.1 Indirect Electrical Tortuosity -- 2.3.2 Mixed Electrical Tortuosities -- 2.4 Diffusional Tortuosity -- 2.4.1 Knudsen Number -- 2.4.2 Bulk Diffusion -- 2.4.3 Knudsen Diffusion -- 2.4.4 Limitations to the Concept of Diffusional Tortuosity -- 2.5 Direct Geometric Tortuosity -- 2.5.1 Skeleton and Medial Axis Tortuosity -- 2.5.2 Path Tracking Method (PTM) Tortuosity -- 2.5.3 Geodesic Tortuosity -- 2.5.4 Fast Marching Method (FMM) Tortuosity -- 2.5.5 Percolation Path Tortuosity -- 2.5.6 Pore Centroid Tortuosity -- 2.6 Tortuosity Types: Classification Scheme and Nomenclature -- 2.6.1 Classification Scheme -- 2.6.2 Nomenclature -- 2.7 Summary -- References -- 3 Tortuosity-Porosity Relationships: Review of Empirical Data from Literature -- 3.1 Introduction -- 3.2 Empirical Data for Different Materials and Microstructure Types -- 3.3 Empirical Data for Different Tortuosity Types -- 3.4 Direct Comparison of Tortuosity Types Based on Selected Data Sets -- 3.4.1 Example 1: Indirect Versus Direct Pore Centroid Tortuosity -- 3.4.2 Example 2: Indirect Versus Direct Medial Axis Tortuosity -- 3.4.3 Example 3: Indirect Versus Direct Geodesic Tortuosity -- 3.4.4 Example 4: Indirect Versus Medial Axis Versus Geodesic Tortuosity -- 3.4.5 Example 5: Direct Medial Axis Versus Direct Geodesic Tortuosity. , 3.4.6 Example 6: Mixed Streamline Versus Mixed Volume Averaged Tortuosity -- 3.5 Relative Order of Tortuosity Types -- 3.5.1 Summary of Empirical Data: Global Pattern of Tortuosity Types -- 3.5.2 Interpretation of Different Tortuosity Categories -- 3.6 Tortuosity-Porosity Relationships in Literature -- 3.6.1 Mathematical Expressions for τ-ε Relationships and Their Limitations -- 3.6.2 Mathematical Expressions for τ-ε Relationships and Their Justification -- 3.7 Summary -- References -- 4 Image Based Methodologies, Workflows, and Calculation Approaches for Tortuosity -- 4.1 Introduction -- 4.2 Tomography and 3D Imaging -- 4.2.1 Overview and Introduction to 3D Imaging Methods -- 4.2.2 X-ray Computed Tomography -- 4.2.3 FIB-SEM Tomography and Serial Sectioning -- 4.2.4 Electron Tomography -- 4.2.5 Atom Probe Tomography -- 4.2.6 Correlative Tomography -- 4.3 Available Software Packages for 3D Image Processing and Computation of Tortuosity -- 4.3.1 Methodological Modules -- 4.3.2 Different Types of SW Packages -- 4.4 From Tomography Raw Data to Segmented 3D Microstructures: Step by Step Example of Qualitative Image Processing -- 4.5 Calculation Approaches for Tortuosity -- 4.5.1 Calculation Approaches and SW for Direct Geometric Tortuosities (τdir_geom) -- 4.5.2 Calculation Approaches and SW for Indirect Physics-Based Tortuosities (τindir_phys) -- 4.5.3 Calculation Approaches for Mixed Tortuosities -- 4.6 Pore Scale Modeling for Tortuosity Characterization: Examples from Literature -- 4.6.1 Examples of Pore Scale Modeling in Geoscience -- 4.6.2 Examples of Pore Scale Modeling for Energy and Electrochemistry Applications -- 4.7 Stochastic Microstructure Modeling -- 4.7.1 Stochastic Modeling for Digital Materials Design (DMD) of Electrochemical Devices -- 4.7.2 Stochastic Modeling for Digital Rock Physics and Virtual Materials Testing of Porous Media. , 4.8 Summary -- References -- 5 Towards a Quantitative Understanding of Microstructure-Property Relationships -- 5.1 Introduction -- 5.2 Quantitative Micro-Macro Relationships for the Prediction of Conductivity and Diffusivity -- 5.3 Quantitative Micro-Macro Relationships for the Prediction of Permeability -- 5.3.1 Bundle of Tubes Model -- 5.3.2 Sphere Packing Model -- 5.3.3 Determination of Characteristic Length and M-factor by Laboratory Experiments -- 5.3.4 Determination of Characteristic Length and M-factor by 3D Image Analysis -- 5.3.5 Determination of Characteristic Length and M-factor by Virtual Materials Testing -- 5.4 Summary -- References -- 6 Summary and Conclusions.

Additional Edition: Print version: Holzer, Lorenz Tortuosity and Microstructure Effects in Porous Media Cham : Springer International Publishing AG,c2023 ISBN 9783031304767

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Format: 1 online resource (223 pages)

Edition: 1st ed.

ISBN: 9783030172077

Series Statement: Springer Topics in Signal Processing Series ; v.19

Note: Intro -- Preface -- Acknowledgements -- Outline -- Contents -- 1 XY, MS, and First-Order Ambisonics -- 1.1 Blumlein Pair: XY Recording and Playback -- 1.2 MS Recording and Playback -- 1.3 First-Order Ambisonics (FOA) -- 1.3.1 2D First-Order Ambisonic Recording and Playback -- 1.3.2 3D First-Order Ambisonic Recording and Playback -- 1.4 Practical Free-Software Examples -- 1.4.1 Pd with Iemmatrix, Iemlib, and Zexy -- 1.4.2 Ambix VST Plugins -- 1.5 Motivation of Higher-Order Ambisonics -- References -- 2 Auditory Events of Multi-loudspeaker Playback -- 2.1 Loudness -- 2.2 Direction -- 2.2.1 Time Differences on Frontal, Horizontal Loudspeaker Pair -- 2.2.2 Level Differences on Frontal, Horizontal Loudspeaker Pair -- 2.2.3 Level Differences on Horizontally Surrounding Pairs -- 2.2.4 Level Differences on Frontal, Horizontal to Vertical Pairs -- 2.2.5 Vector Models for Horizontal Loudspeaker Pairs -- 2.2.6 Level Differences on Frontal Loudspeaker Triangles -- 2.2.7 Level Differences on Frontal Loudspeaker Rectangles -- 2.2.8 Vector Model for More than 2 Loudspeakers -- 2.2.9 Vector Model for Off-Center Listening Positions -- 2.3 Width -- 2.3.1 Model of the Perceived Width -- 2.4 Coloration -- 2.5 Open Listening Experiment Data -- References -- 3 Amplitude Panning Using Vector Bases -- 3.1 Vector-Base Amplitude Panning (VBAP) -- 3.2 Multiple-Direction Amplitude Panning (MDAP) -- 3.3 Challenges in 3D Triangulation: Imaginary Loudspeaker Insertion and Downmix -- 3.4 Practical Free-Software Examples -- 3.4.1 VBAP/MDAP Object for Pd -- 3.4.2 SPARTA Panner Plugin -- References -- 4 Ambisonic Amplitude Panning and Decoding in Higher Orders -- 4.1 Direction Spread in First-Order 2D Ambisonics -- 4.2 Higher-Order Polynomials and Harmonics -- 4.3 Angular/Directional Harmonics in 2D and 3D -- 4.4 Panning with Circular Harmonics in 2D. , 4.5 Ambisonics Encoding and Optimal Decoding in 2D -- 4.6 Listening Experiments on 2D Ambisonics -- 4.7 Panning with Spherical Harmonics in 3D -- 4.8 Ambisonic Encoding and Optimal Decoding in 3D -- 4.9 Ambisonic Decoding to Loudspeakers -- 4.9.1 Sampling Ambisonic Decoder (SAD) -- 4.9.2 Mode Matching Decoder (MAD) -- 4.9.3 Energy Preservation on Optimal Layouts -- 4.9.4 Loudness Deficiencies on Sub-optimal Layouts -- 4.9.5 Energy-Preserving Ambisonic Decoder (EPAD) -- 4.9.6 All-Round Ambisonic Decoding (AllRAD) -- 4.9.7 EPAD and AllRAD on Sub-optimal Layouts -- 4.9.8 Decoding to Hemispherical 3D Loudspeaker Layouts -- 4.10 Practical Studio/Sound Reinforcement Application Examples -- 4.11 Ambisonic Decoding to Headphones -- 4.11.1 High-Frequency Time-Aligned Binaural Decoding (TAC) -- 4.11.2 Magnitude Least Squares (MagLS) -- 4.11.3 Diffuse-Field Covariance Constraint -- 4.12 Practical Free-Software Examples -- 4.12.1 Pd and Circular/Spherical Harmonics -- 4.12.2 Ambix Encoder, IEM MultiEncoder, and IEM AllRADecoder -- 4.12.3 Reaper, IEM RoomEncoder, and IEM BinauralDecoder -- References -- 5 Signal Flow and Effects in Ambisonic Productions -- 5.1 Embedding of Channel-Based, Spot-Microphone, and First-Order Recordings -- 5.2 Frequency-Independent Ambisonic Effects -- 5.2.1 Mirror -- 5.2.2 3D Rotation -- 5.2.3 Directional Level Modification/Windowing -- 5.2.4 Warping -- 5.3 Parametric Equalization -- 5.4 Dynamic Processing/Compression -- 5.5 Widening (Distance/Diffuseness/Early Lateral Reflections) -- 5.6 Feedback Delay Networks for Diffuse Reverberation -- 5.7 Reverberation by Measured Room Impulse Responses and Spatial Decomposition Method in Ambisonics -- 5.8 Resolution Enhancement: DirAC, HARPEX, COMPASS -- 5.9 Practical Free-Software Examples -- 5.9.1 IEM, ambix, and mcfx Plug-In Suites -- 5.9.2 Aalto SPARTA -- 5.9.3 Røde -- References. , 6 Higher-Order Ambisonic Microphones and the Wave Equation (Linear, Lossless) -- 6.1 Equation of Compression -- 6.2 Equation of Motion -- 6.3 Wave Equation -- 6.3.1 Elementary Inhomogeneous Solution: Green's Function (Free Field) -- 6.4 Basis Solutions in Spherical Coordinates -- 6.5 Scattering by Rigid Higher-Order Microphone Surface -- 6.6 Higher-Order Microphone Array Encoding -- 6.7 Discrete Sound Pressure Samples in Spherical Harmonics -- 6.8 Regularizing Filter Bank for Radial Filters -- 6.9 Loudness-Normalized Sub-band Side-Lobe Suppression -- 6.10 Influence of Gain Matching, Noise, Side-Lobe Suppression -- 6.11 Practical Free-Software Examples -- 6.11.1 Eigenmike Em32 Encoding Using Mcfx and IEM Plug-In Suites -- 6.11.2 SPARTA Array2SH -- References -- 7 Compact Spherical Loudspeaker Arrays -- 7.1 Auditory Events of Ambisonically Controlled Directivity -- 7.1.1 Perceived Distance -- 7.1.2 Perceived Direction -- 7.2 First-Order Compact Loudspeaker Arrays and Cubes -- 7.3 Higher-Order Compact Spherical Loudspeaker Arrays and IKO -- 7.3.1 Directivity Control -- 7.3.2 Control System and Verification Based on Measurements -- 7.4 Auditory Objects of the IKO -- 7.4.1 Static Auditory Objects -- 7.4.2 Moving Auditory Objects -- 7.5 Practical Free-Software Examples -- 7.5.1 IEM Room Encoder and Directivity Shaper -- 7.5.2 IEM Cubes 5.1 Player and Surround with Depth -- 7.5.3 IKO -- References -- Appendix -- A.1 Harmonic Functions -- A.2 Laplacian in Orthogonal Coordinates -- A.3 Laplacian in Spherical Coordinates -- A.3.1 The Radial Part -- A.3.2 The Azimuthal Part -- A.3.3 The Zenithal Part -- A.3.4 Azimuthal Solution in 2D and 3D -- A.3.5 Towards Spherical Harmonics (3D) -- A.3.6 Zenithal Solution: Associated Legendre Differential Equation -- A.3.7 Spherical Harmonics -- A.4 Encoding to SH and Decoding to SH. , A.5 Covariance Constraint for Binaural Ambisonic Decoding -- A.6 Physics of the Helmholtz Equation -- A.6.1 Adiabatic Compression -- A.6.2 Potential and Kinetic Sound Energies, Intensity, Diffuseness -- A.6.3 Green's Function in 3 Cartesian Dimensions -- A.6.4 Radial Solution of the Helmholtz Equation -- A.6.5 Green's Function in Spherical Solutions, Angular Distributions, Plane Waves -- A.7 Sine and Tangent Law -- References.

Additional Edition: Print version: Zotter, Franz Ambisonics Cham : Springer International Publishing AG,c2019 ISBN 9783030172060

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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

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Format: 1 Online-Ressource (184 Seiten)

ISBN: 9783839450673 , 9783732850679

Series Statement: Edition Politik Band 90

Content: Dass Marx' Gesellschaftskritik den wissenschaftlichen Anspruch hat, wahr zu sein, scheint selbstverständlich. Doch was für ein Wahrheitsverständnis liegt einem Denken zugrunde, das die gesellschaftlichen und politischen Verhältnisse im Hinblick auf die Möglichkeit ihrer praktischen Umwälzung zu begreifen versucht? Dieser Frage wird in drei Studien nachgegangen, die anhand der Marx`schen Überlegungen zur Organisierung revolutionärer Subjektivität, seiner journalistischen Arbeiten sowie seiner Kritik der politischen Ökonomie den immanenten Zusammenhang von wissenschaftlichem Wahrheitsanspruch und Revolutionsperspektive in Marx` Werk herausarbeiten. Dadurch eröffnet sich zugleich der Blick auf eine zentrale Problematik jeder modernen Gesellschaftskritik, die einen begründeten Anspruch auf Wahrheit hat.

Note: Literaturverzeichnis: Seite 167-182

Additional Edition: ISBN 9783837650679

Additional Edition: Erscheint auch als Druck-Ausgabe Bohlender, Matthias, 1964 - Wahrheit und Revolution Bielefeld : transcript, 2020 ISBN 9783837650679

Additional Edition: ISBN 3837650677

Language: German

Subjects: Political Science

Keywords: Marxismus ; Gesellschaftskritik ; Politische Philosophie ; Aufsatzsammlung ; Electronic books. ; Electronic books. ; Aufsatzsammlung ; Aufsatzsammlung ; Aufsatzsammlung

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Author information: Bohlender, Matthias 1964-

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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 (VIII, 351 Seiten) : , Illustrationen, Diagramme.

ISBN: 978-3-11-104361-6 , 978-3-11-104436-1

Series Statement: Linguistik - Impulse & Tendenzen Band 107

Note: Erscheint als Open Access bei De Gruyter

Additional Edition: Erscheint auch als Druck-Ausgabe ISBN 978-3-11-104299-2

Language: German

Subjects: Comparative Studies. Non-European Languages/Literatures

Keywords: Linguistik ; Methode ; Aufsatzsammlung ; Electronic books. ; Aufsatzsammlung ; Aufsatzsammlung

DOI: 10.1515/9783111043616

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Author information: Siefkes, Martin 1977-

Author information: Meiler, Matthias 1988-

UID:

Format: 1 Online-Ressource (212 Seiten).

Edition: 1. Auflage

ISBN: 978-3-7489-0834-0

Series Statement: Studienkurs Wirtschaft

Additional Edition: Erscheint auch als Druck-Ausgabe ISBN 978-3-8487-6713-7

Language: German

Subjects: Economics , General works

Keywords: Corporate Social Responsibility ; Nachhaltigkeit ; Unternehmen ; Nachhaltigkeit ; Management ; Corporate Social Responsibility ; Management ; Nachhaltigkeit ; Corporate Social Responsibility ; Electronic books.

DOI: 10.5771/9783748908340

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Author information: Fifka, Matthias S., 1974-,