This book, updated to cover the financial crisis 2008, analyzes real options valuation for non-constant versus constant interest rates using simulations and historical backtesting. The major change in this edition is the expanded number of tested scenarios.
This book, updated to cover the financial crisis 2008, analyzes real options valuation for non-constant versus constant interest rates using simula...
Diplomarbeit aus dem Jahr 1997 im Fachbereich Mathematik - Angewandte Mathematik, Note: 1.0, Johannes Gutenberg-Universitat Mainz (Fachbereich Mathematik), 23 Quellen im Literaturverzeichnis, Sprache: Deutsch, Abstract: Statistische Verfahren fur finanzmathematische Modelle sind eines der interessantesten Gebiete der Finanzmathematik. Dies liegt daran, dass die Mathematisierung der Finanzwelt immer starker voranschreitet und mathematische Modelle exakte Inputparameter benotigen, die zuvor erst aus historischen Daten gewonnen werden mussen. Ziel dieses Buches ist es, aktuelle Schatzverfahren...
Diplomarbeit aus dem Jahr 1997 im Fachbereich Mathematik - Angewandte Mathematik, Note: 1.0, Johannes Gutenberg-Universitat Mainz (Fachbereich Mathema...
After the ?rst edition of this book was published in early 2005, the world has changed dramatically and at a pace never seen before. The changes that - curred in 2008 and 2009 were completely unthinkable two years before. These changes took place not only in the Finance sector, the origin of the crisis, but also, as a result, in other economic sectors like the automotive sector. Governments now own substantial parts, if not majorities, in banks or other companies which recorded losses of double digit billions of USD in 2008. 2008 saw the collapse of leading stand-alone U. S. investment banks....
After the ?rst edition of this book was published in early 2005, the world has changed dramatically and at a pace never seen before. The changes that ...
This book is a guide to asset and risk management from a practical point of view. It is intended to serve as a comprehensive introduction to asset and risk management for bachelor's and master's students in this field as well as for young professionals in the asset management industry.
This book is a guide to asset and risk management from a practical point of view. It is intended to serve as a comprehensive introduction to asset and...
