Kooperativer Bibliotheksverbund

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Umfang: 1 online resource (400 p.) ; , cm.

ISBN: 9781786431868 (e-book)

Inhalt: This groundbreaking book offers a critical and wide-ranging assessment of the global air transport liberalization process over the past 40 years. This compilation of world experts on air transport economics, policy, and regulation is timely and significant, considering that air transport is currently facing a series of new challenges due to technological changes, the emergence of new markets, and increased security concerns. The book initially explores liberalization within various geographical markets such as the United States, Australia, Ireland, the European Union, China, India, Latin America, and Africa. It expands upon this by addressing the main concerns that were initially leveled against air transport liberalization, including those involving safety, social services, market concentration, and the domination of hub airports as well as market instability. This analysis of air transport and its regulation will be of interest to aviation professionals, regulators, researchers, and students who are taking courses in air transport, economic regulation, and contemporary transport history.

Anmerkung: Includes index. , Contents: Introduction / Matthias Finger and Kenneth Button -- Part I: Country and regional reports -- 2. Airline liberalization in the US / James Peoples -- 3. Airline deregulation in Canada and the sustainability of competition / David Gillen and William G. Morrison -- 4. Australia - a reluctant liberalizer / Peter Forsyth -- 5. Air transport liberalization: the case of Ireland / Sean Barrett -- 6. The evolution of Indian civil aviation / Haritha Saranga and Rajiv Nagpal -- 7. Air transport development: a comparative analysis of China and India / Anming Zhang and Yahua Zhang -- 8. European market - present and future / Volodymyr Bilotkach -- 9. Latin America and the Caribbean, thirty-plus years of lukewarm liberalization of air transportation markets / Henry L. Vega -- 10. Air transport in Africa / Gianmaria Martini and Davide Scotti -- Part II: Topical issues -- 11. Aviation safety in the age of liberalization / Clint V. Oster Jr., John S. Strong and C. Kurt Zorn -- 12. Small community impacts of liberalization and the provision of social air services / Aisling Reynolds-Feighan -- 13. Oligopolization of markets / Sveinn V. Gudmundsson -- 14. Domination of hub-and-spoke systems / Marc C. Gelhausen and Peter Berster -- 15. Market instability / Kenneth Button -- Part III: Future challenges -- 16. Economic perspectives on aviation security / William Morrison and David Gillen -- 17. The need to evolve air traffic management: Europe as a laboratory / Matthias Finger, Marc Baumgartner and Engin Zeki -- 18. Canada and USA: a tale of two ANSPs / Rui Neiva -- Index.

Weitere Ausg.: ISBN 9781786431851 (hardback)

Sprache: Englisch

Schlagwort(e): Electronic books. ; Electronic books.

URL: https://www.elgaronline.com/view/9781786431851.xml

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Umfang: 1 DVD-Video (95 min) , 1 Beilage

Originaltitel: Playmobil - The movie

Sprache: Deutsch

Schlagwort(e): Film ; Film

URL: http://cover.ekz.de/004010324203632.jpg

UID:

Umfang: 1 online resource (434 pages)

ISBN: 9783319091143

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

Anmerkung: 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.

Weitere Ausg.: Print version: Glau, Kathrin Innovations in Quantitative Risk Management Cham : Springer International Publishing AG,c2015 ISBN 9783319091136

Sprache: Englisch

Schlagwort(e): Electronic books. ; Electronic books

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Umfang: 1 online resource (446 pages)

ISBN: 9783319334462

Serie: Springer Proceedings in Mathematics and Statistics Ser. ; v.165

Anmerkung: Intro -- Preface -- Foreword -- Contents -- Part I Valuation Adjustments -- Nonlinearity Valuation Adjustment -- 1 Introduction -- 2 Trading Under Collateralization, Close-Out Netting, and Funding Risk -- 2.1 Collateralization -- 2.2 Close-Out Netting -- 2.3 Funding Risk -- 3 Generalized Derivatives Valuation -- 3.1 Discrete-Time Solution -- 3.2 Continuous-Time Solution -- 4 Nonlinear Valuation: A Numerical Analysis -- 4.1 Monte Carlo Pricing -- 4.2 Case Outline -- 4.3 Preliminary Valuation Under Symmetric Funding and Without Credit Risk -- 4.4 Complete Valuation Under Credit Risk, Collateral, and Asymmetric Funding -- 4.5 Nonlinearity Valuation Adjustment -- 5 Conclusions and Financial Implications -- References -- Analysis of Nonlinear Valuation Equations Under Credit and Funding Effects -- 1 Introduction -- 2 Cash Flows Analysis and First Valuation Equation -- 2.1 The Cash Flows -- 2.2 Adjusted Cash Flows Under a Simple Trading Model -- 3 An FBSDE Under mathcalF -- 4 Markovian FBSDE and PDE for widetildeVt and the Invariance Theorem -- References -- Nonlinear Monte Carlo Schemes for Counterparty Risk on Credit Derivatives -- 1 Introduction -- 2 Prices -- 2.1 Setup -- 2.2 Clean Price -- 2.3 All-Inclusive Price -- 3 TVA BSDEs -- 3.1 Full TVA BSDE -- 3.2 Partially Reduced TVA BSDE -- 3.3 Fully Reduced TVA BSDE -- 3.4 Marked Default Time Setup -- 4 TVA Numerical Schemes -- 4.1 Linear Approximation -- 4.2 Linear Expansion and Interacting Particle Implementation -- 4.3 Marked Branching Diffusion Approach -- 5 TVA Models for Credit Derivatives -- 5.1 Dynamic Gaussian Copula TVA Model -- 5.2 Dynamic Marshall--Olkin Copula TVA Model -- 5.3 Strong Versus Weak Dynamic Copula Model -- 6 Numerics -- 6.1 Numerical Results in the DGC Model -- 6.2 Numerical Results in the DMO Model -- 7 Conclusion -- References. , Tight Semi-model-free Bounds on (Bilateral) CVA -- 1 Introduction -- 2 Counterparty Default Risk -- 3 The Main Building Blocks of CVA -- 4 Models for Counterparty Risk -- 4.1 Independence of CVA Components -- 4.2 Modeling Options on the Basis Transaction -- 4.3 Hybrid Models---An Example -- 5 Tight Bounds on CVA -- 5.1 Tight Bounds on CVA by Mass Transportation -- 5.2 An Alternative Formulation as Assignment Problem -- 6 Example -- 6.1 Setup -- 6.2 Results -- 6.3 Computation Time, Choice of Algorithm, and Impact of Assumptions -- 7 Conclusion and Outlook -- References -- CVA with Wrong-Way Risk in the Presence of Early Exercise -- 1 Introduction -- 2 CVA Pricing and WWR -- 3 The Impact of Early Exercise -- 3.1 The Pricing Problem -- 3.2 The Plain Vanilla Case -- 4 The Bermudan Swaption Case -- 5 Concluding Remarks -- References -- Simultaneous Hedging of Regulatory and Accounting CVA -- 1 Introduction -- 2 Counterparty Risk from a Regulatory Perspective: The Standardized CVA Risk Charge -- 2.1 Standardized CVA Risk Charge as Volatility -- 3 Counterparty Risk from an Accounting Perspective -- 3.1 CVA Hedging from an Accounting Perspective -- 4 Portfolio P& -- L -- 4.1 Portfolio P& -- L Without CVA -- 4.2 Impact with CVA -- 4.3 Impact of CVA Risk Charge Hedging on the Accounting P& -- L Volatility -- 5 Determination of the Optimal Hedge Strategy -- 5.1 Special Cases -- References -- Capital Optimization Through an Innovative CVA Hedge -- 1 Preface -- 2 The Role of Collateral in OTC Contracts and Its Legal Basis -- 2.1 The Role of Legal Versus Economic Ownership -- 2.2 Affected Market Participants -- 2.3 Financial Instruments Involving Collateral and Standard Legal Frameworks (Master Agreements) -- 2.4 Credit and Counterparty Risk Related to Collateral -- 3 Terms of Liquidity and Definition of Liquidity Transformation. , 3.1 Terms of Liquidity -- 3.2 Comparison of Secured and Unsecured Financing -- 3.3 Liquidity Transformation -- 4 New Approach to CVA Hedging -- 4.1 Issue -- 4.2 Solution -- 4.3 Application -- 4.4 Example -- 5 Conclusion -- References -- FVA and Electricity Bill Valuation Adjustment---Much of a Difference? -- 1 Welcome -- 2 Damiano Brigo -- 3 Christian Fries -- 4 John Hull -- 5 Daniel Sommer -- 5.1 Acknowledgements, Credits, and Disclaimer -- References -- Part II Fixed Income Modeling -- Multi-curve Modelling Using Trees -- 1 Introduction -- 2 The LIBOR-OIS Spread -- 3 The Methodology -- 4 A Simple Three-Step Example -- 5 Valuation of a Spread Option -- 6 Bermudan Swap Option -- 7 Conclusions -- References -- Derivative Pricing for a Multi-curve Extension of the Gaussian, Exponentially Quadratic Short Rate Model -- 1 Introduction -- 2 Preliminaries -- 2.1 Discount Curve and Collateralization -- 2.2 Martingale Measures -- 3 Short Rate Model -- 3.1 The Model -- 3.2 Bond Prices (OIS and Libor Bonds) -- 3.3 Forward Measure -- 4 Pricing of Linear Interest Rate Derivatives -- 4.1 FRAs -- 4.2 Interest Rate Swaps -- 5 Nonlinear/optional Interest Rate Derivatives -- 5.1 Caps and Floors -- 5.2 Swaptions -- References -- Multi-curve Construction -- 1 Introduction -- 2 Foundations, Assumptions, Notation -- 3 Discount Curves -- 4 Forward Curves -- 4.1 Performance Index of a Discount Curve (or ``Self-Discounting'') -- 5 Interpolation of Curves -- 5.1 Implementing the Interpolation of a Curve: Interpolation Method and Interpolation Entities -- 5.2 Interpolation Time -- 5.3 Interpolation of Forward Curves -- 5.4 Assessment of the Interpolation Method -- 6 Implementation of the Calibration of Curves -- 6.1 Generalized Definition of a Swap -- 6.2 Calibration of Discount Curve to Swap Paying the Collateral Rate (aka. Self-Discounted Swaps). , 6.3 Calibration of Forward Curves -- 6.4 Calibration of Discount Curves When Payment and Collateral Currency Differ -- 6.5 Lack of Calibration Instruments (for Difference in Collateralization) -- 6.6 Implementation -- 7 Redefining Forward Rate Market Models -- 8 Some Numerical Results -- 8.1 Impact of the Interpolation Entity of a Forward Curve on the Delta Hedge -- 8.2 Impact of the Lack of Calibration Instruments for the Case of a Foreign Swap Collateralized in Domestic Currency -- 8.3 Impact of the Interpolation Scheme on the Hedge Efficiency -- 9 Conclusion -- References -- Impact of Multiple-Curve Dynamics in Credit Valuation Adjustments -- 1 Introduction -- 2 Valuation Equation with Credit and Collateral -- 2.1 Valuation Framework -- 2.2 The Master Equation Under Change of Filtration -- 3 Valuing Collateralized Interest-Rate Derivatives -- 3.1 Overnight Rates and OIS -- 3.2 LIBOR Rates, IRS and Basis Swaps -- 3.3 Modeling Constraints -- 4 Interest-Rate Modeling -- 4.1 Multiple-Curve Collateralized HJM Framework -- 4.2 Numerical Results -- References -- A Generalized Intensity-Based Framework for Single-Name Credit Risk -- 1 Introduction -- 2 A General Account on Credit Risky Bond Markets -- 2.1 The Generalized Intensity-Based Framework -- 2.2 An Extension of the HJM Approach -- 3 Affine Models in the Generalized Intensity-Based Framework -- 4 Conclusion -- References -- Option Pricing and Sensitivity Analysis in the Lévy Forward Process Model -- 1 Introduction -- 2 The Lévy Forward Process Model -- 3 Fourier-Based Methods for Option Pricing -- 4 Sensitivity Analysis -- 4.1 Greeks Computed by the Malliavin Approach -- 4.2 Greeks Computed by the Fourier-Based Valuation Method -- 4.3 Examples -- References -- Inside the EMs Risky Spreads and CDS-Sovereign Bonds Basis -- 1 Introduction -- 2 Local Currency Bonds No-Arbitrage HJM Setting. , 2.1 Risky Bonds Under Marked Point Process -- 2.2 Model Formulation -- 3 CDS-Bond Basis -- 3.1 General Notes -- 3.2 Technical Notes -- 3.3 CDS-Bond Basis Empirics -- 4 Conclusion -- References -- Part III Financial Engineering -- Basket Option Pricing and Implied Correlation in a One-Factor Lévy Model -- 1 Introduction -- 2 The One-Factor Lévy Model -- 2.1 The Model -- 2.2 The Risk-Neutral Stock Price Processes -- 3 A Three-Moments-Matching Approximation -- 3.1 Matching the First Three Moments -- 3.2 Approximate Basket Option Pricing -- 3.3 The FFT Method and Basket Option Pricing -- 4 Examples and Numerical Illustrations -- 4.1 Variance Gamma -- 4.2 Pricing Basket Options -- 5 Implied Lévy Correlation -- 5.1 Variance Gamma -- 5.2 Double Exponential -- 6 Conclusion -- References -- Pricing Shared-Loss Hedge Fund Fee Structures -- 1 Introduction -- 2 Hedge Fund Fees -- 3 The First-Loss Model -- 4 An Option Pricing Framework -- 4.1 Payoff to the Investor -- 4.2 Payoff to the Manager -- 4.3 Valuation: Pricing Fees as Derivatives -- 5 Consequences of the Derivative Pricing Framework -- 5.1 Graphical Analysis -- 5.2 Sensitivity Analysis -- 6 Conclusion -- References -- Negative Basis Measurement: Finding the Holy Scale -- 1 Introduction -- 2 Why Does Negative Basis Exist? -- 3 General Notations -- 4 Traditional Measurements -- 4.1 The Z-Spread Methodology -- 4.2 The Par-Equivalent CDS Methodology -- 5 An Innovative Methodology -- 6 Conclusion -- References -- The Impact of a New CoCo Issuance on the Price Performance of Outstanding CoCos -- 1 Introduction -- 2 The Equity Derivatives Model -- 3 Measuring the Price Performance of the Outstanding CoCos -- 3.1 New Issuances -- 3.2 CoCo Index Comparison -- 3.3 Model-Based Performance -- 4 Impact After Issue Date -- 5 Conclusion -- References -- The Impact of Cointegration on Commodity Spread Options. , 1 Introduction.

Weitere Ausg.: Print version: Glau, Kathrin Innovations in Derivatives Markets Cham : Springer International Publishing AG,c2016 ISBN 9783319334455

Sprache: Englisch

Schlagwort(e): Electronic books. ; Electronic books.

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Umfang: 36 Seiten , Illustrationen, farbig , 23 cm

Ausgabe: 1. Auflage

ISBN: 9783129497142

Serie: Bibi & Tina : Lesen lernen : 2. Klasse

Inhalt: Bibi und Tina übernachten mit Julius und Nils in einem Baumhaus. Nachts wird Julius von merkwürdigen Geräuschen geweckt und geht diesen, trotz seiner Ängstlichkeit, nach. Ab 7.

Anmerkung: Antolin

Sprache: Deutsch

Schlagwort(e): Kinderbuch

URL: http://deposit.dnb.de/cgi-bin/dokserv?id=d437d361ef3f4fd4bcb1373e5a543eeb&prov=M&dok_var=1&dok_ext=htm

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Umfang: 62 Seiten , Illustrationen, farbig , 21 cm

Ausgabe: 1. Auflage

ISBN: 9783833889318

Serie: Küchenratgeber

Inhalt: Bei der Stoffwechselerkrankung Diabetes kommt es darauf an Backwaren zu verwenden, bei deren Verzehr der Blutzuckeranstieg langsam verläuft. Hier finden Sie geeignete leicht und schnell zu backende Rezepte inklusive Nährwertangaben - von Brot und Brötchen über Herzhaftes bis hin zu Süßem.

Sprache: Deutsch

UID:

Umfang: 96 Seiten , Illustrationen , 22 cm

Ausgabe: 1. Auflage, Deutsche Erstausgabe

ISBN: 9783505151316

Serie: Minecraft Handbuch

Originaltitel: Minecraft legends. A hero's guide to saving the overworld

Inhalt: Der erste offizielle Guide zu Minecraft Legends! Nach Minecraft Dungeons gibt es ab Frühjahr 2023 ein neues Spiel im Minecraft-Universum: Minecraft Legends! Entdecke die Geheimnisse von Minecraft Legends, einem neuen Action-Strategie-Spiel. Leite deine Verbündeten in heroischen Schlachten an, um die Oberwelt vor den zerstörerischen Piglins zu verteidigen und führe dein Team im Spieler-gegen-Spieler-Modus zum Sieg. Das einzige offizielle Handbuch verrät dir alle Tipps und Tricks für ein fantastisches Spielerlebnis.

Anmerkung: Deutsch

Sprache: Deutsch

Schlagwort(e): Anleitung ; Kindersachbuch

URL: Cover

UID:

Umfang: 165 Seiten , farbig , 25 cm

Ausgabe: 1. Auflage

ISBN: 9783965843509

Inhalt: Ratgeber und Kochbuch des "Ernährungs-Docs" Dr. Matthias Riedl mit Rezepten für eine antientzündliche Ernährung, welche insbesondere bei Long Covid sowie Chronischem Erschöpfungssyndrom das Immunsystem stärken soll.

Sprache: Deutsch

URL: https://cover.ekz.de/9783965843509.jpg

UID:

Umfang: 331 S. : , graph. Darst.+1 CD-ROM

ISBN: 3-8017-1748-8

Inhalt: Kauf aus Projektmitteln der Abt. IV/Dr.Mehner

Schlagwort(e): Lehrbuch

UID:

Umfang: 160 Seiten , zahlr. Ill. , 25 cm

ISBN: 3517063657

Inhalt: Ratgeber für Kinder, die Natur pur erleben wollen; mit Tipps für die Ausrüstung für Entdeckungsreisen auf unbekanntem Gelände, Hinweise zum Spurenlesen, dem Bau eines Floßes, Nahrungsbeschaffung etc.

Sprache: Deutsch

Schlagwort(e): Überlebenstraining ; Ratgeber ; Jugendsachbuch ; Pfadfinder ; Ratgeber ; Jugendsachbuch ; Jugendsachbuch ; Ratgeber

Mehr zum Autor: Müller-Michaelis, Matthias