Zobrazeno 1 - 10
of 499
pro vyhledávání: '"Bernd Luderer"'
Publikováno v:
Surveys in Mathematics and its Applications, Vol 5 (2010), Pp 135-149 (2010)
We consider a portfolio problem when a Tail Conditional Expectation constraint is imposed. The financial market is composed of n risky assets driven by geometric Brownian motion and one risk-free asset. The Tail Conditional Expectation is calculated
Externí odkaz:
https://doaj.org/article/a450dbd4ad4a42778d35b2142e2b3362
Die Mathematik als Grundlage von Planungs- und Entscheidungsprozessen in Wissenschaft, Wirtschaft und Verwaltung besitzt zahlreiche und vielfältige Anwendungsgebiete. Entsprechend ihrer Bedeutung werden in dem Lehrbuch die für die wirtschaftswissen
Autor:
Bernd Luderer, Ralf Korn
Publikováno v:
Money and Mathematics ISBN: 9783658346768
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::74ce996b42e08ce9cf38acfdf4398e2e
https://doi.org/10.1007/978-3-658-34677-5_29
https://doi.org/10.1007/978-3-658-34677-5_29
Autor:
Bernd Luderer
Publikováno v:
essentials ISBN: 9783658320379
Bonds are a widespread financial product. The determination of the parameters fair value and rate of return (yield rate) are central concerns in price calculation.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0c38fbd5307490a0d0c2f7a666209d38
https://doi.org/10.1007/978-3-658-32038-6_8
https://doi.org/10.1007/978-3-658-32038-6_8
Autor:
Bernd Luderer
Publikováno v:
Formeln und Begriffe der Analysis ISBN: 9783658336899
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::86be6dfe564682643316d3447985bd2a
https://doi.org/10.1007/978-3-658-33690-5_4
https://doi.org/10.1007/978-3-658-33690-5_4
Autor:
Ralf Korn, Bernd Luderer
Publikováno v:
Money and Mathematics ISBN: 9783658346768
Index participations are a modern Riester pension product. We explain how the product works and describe the role of the cliquet option, which is typically purchased once a year.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::82b181dc8df46cd0b0caf6e25aabbcc0
https://doi.org/10.1007/978-3-658-34677-5_64
https://doi.org/10.1007/978-3-658-34677-5_64
Autor:
Bernd Luderer, Ralf Korn
Publikováno v:
Money and Mathematics ISBN: 9783658346768
An interesting, practice-relevant example of linear interest is the discount on an invoice amount.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::859d468978963d7f8d9b41007be43c7e
https://doi.org/10.1007/978-3-658-34677-5_11
https://doi.org/10.1007/978-3-658-34677-5_11
Autor:
Bernd Luderer, Ralf Korn
Publikováno v:
Money and Mathematics ISBN: 9783658346768
Probability theory is a young branch of mathematics and was only accepted in Europe as a fully-fledged mathematical subject from the second half of the last century onwards. Conversely, entire branches of the finance and insurance industry would be u
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1888efe218ad39a23273fa0801728c39
https://doi.org/10.1007/978-3-658-34677-5_56
https://doi.org/10.1007/978-3-658-34677-5_56
Autor:
Bernd Luderer, Ralf Korn
Publikováno v:
Money and Mathematics ISBN: 9783658346768
Certificates are financial products that are often not easy to understand. The mathematical calculation of key parameters are complicated, too.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3fcf86277afbaed26d79c3d5b0e2f143
https://doi.org/10.1007/978-3-658-34677-5_34
https://doi.org/10.1007/978-3-658-34677-5_34
Autor:
Ralf Korn, Bernd Luderer
Publikováno v:
Money and Mathematics ISBN: 9783658346768
Forward transactions serve both hedging and speculation purposes. The sale of crop of standing corn is one of the historically first commodity futures transactions. In his novel “Buddenbrooks” Thomas Mann impressively describes how such transacti
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::16735001ed6729da1cd8c6e6ec327ea7
https://doi.org/10.1007/978-3-658-34677-5_35
https://doi.org/10.1007/978-3-658-34677-5_35