Zobrazeno 1 - 10
of 35
pro vyhledávání: '"Michael Schürle"'
Publikováno v:
Computational Economics
We shed light on computational challenges when fitting the Nelson-Siegel, Bliss and Svensson parsimonious yield curve models to observed US Treasury securities with maturities up to 30 years. As model parameters have a specific financial meaning, the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4462a6af83ca997e659fe4e920f5406f
https://doi.org/10.1007/s10614-021-10113-w
https://doi.org/10.1007/s10614-021-10113-w
Publikováno v:
Energies, Vol 11, Iss 9, p 2188 (2018)
Given the perspective of the Swiss energy policy to support investments in renewable energy sources, it becomes highly relevant at this point to understand cross-border effects of imported electricity on the Swiss electricity prices. We found that Ge
Externí odkaz:
https://doaj.org/article/31fc0b3a8e68469cb8ae1a8c8062423d
Publikováno v:
SSRN Electronic Journal.
We shed light on computational challenges when fitting the Nelson-Siegel, Bliss and Svensson parsimonious yield curve models to observed US Treasury securities with maturities up to 30 years. As model parameters have a specific financial meaning, the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cd043a6d1fe451910bff83a88e1d14ec
https://doi.org/10.2139/ssrn.3600955
https://doi.org/10.2139/ssrn.3600955
Publikováno v:
Energies
Volume 11
Issue 9
Energies, Vol 11, Iss 9, p 2188 (2018)
Volume 11
Issue 9
Energies, Vol 11, Iss 9, p 2188 (2018)
Given the perspective of the Swiss energy policy to support investments in renewable energy sources, it becomes highly relevant at this point to understand cross-border effects of imported electricity on the Swiss electricity prices. We found that Ge
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::90c22c7d5b2f426f2d39f48311226fd4
Autor:
Karl Frauendorfer, Michael Schürle
Publikováno v:
Liquidity Risk Measurement and Management: A practitioner's guide to global best practices
The risk management of non-maturing account positions in a bank's balance like savings deposits or certain types of loans is complicated by the embedded options that clients may exercise. In addition to the usual interest rate risk, there is also unc
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7e6f9f75e92deb6695a363b7dc4e961b
https://doi.org/10.1002/9781118390399.ch15
https://doi.org/10.1002/9781118390399.ch15
Autor:
Karl Frauendorfer, Michael Schürle
Publikováno v:
Annals of Operations Research. 100:189-209
This paper investigates some common interest rate models for scenario generation in financial applications of stochastic optimization. We discuss conditions for the underlying distributions of state variables which preserve convexity of value functio
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b03d9d2a7f273c57597031fcb64fa8d7
https://doi.org/10.1023/a:1019223318808
https://doi.org/10.1023/a:1019223318808
Publikováno v:
Energy Economics
We propose a novel regime-switching approach for electricity prices in which simulated and forecasted prices are consistent with currently observed forward prices. Additionally, the model is able to reproduce spikes and negative prices. We distinguis
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5ee7b1d02f574f88cbb7e6ec6c70bce7
https://hdl.handle.net/11250/2389490
https://hdl.handle.net/11250/2389490
Autor:
Michael Schürle, Bertram Staudenmaier
Publikováno v:
Innovation and International Corporate Growth ISBN: 9783642108228
Today more than ever before, the international competitiveness of a company depends on its ability to launch superior, innovative products in the global marketplace. For that reason, investments in research and development are not a luxury, but an ab
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fc31d880b78cc234357327db707f2356
https://doi.org/10.1007/978-3-642-10823-5_13
https://doi.org/10.1007/978-3-642-10823-5_13
Publikováno v:
International Series in Operations Research & Management Science ISBN: 9781441916419
The design and analysis of efficient approximation schemes are of fundamental importance in stochastic programming research. Bounding approximations are particularly popular for providing strict error bounds that can be made small by using partitioni
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4414fcd08a34a56b777416e38d39b8a8
https://doi.org/10.1007/978-1-4419-1642-6_5
https://doi.org/10.1007/978-1-4419-1642-6_5