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  • ddc:300  (20)
  • Mathematics  (16)
  • Bolivia
  • I21
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  • thema EDItEUR::D Biography, Literature and Literary studies::D Biography, Literature and Literary studies::DS Literature: history and criticism
  • Cham : Springer  (36)
  • English  (36)
  • Spanish
  • 1
    Publication Date: 2024-05-31
    Description: The sustainable transformation of society is one of the greatest challenges of our time. Universities are central actors for knowledge generation and transfer in the sustainability field and, at the same time, are facing the question of how they can become sustainable social actors and make their activities and infrastructure sustainable. Against this background, the 16 member universities of the State Rectors' Conference of North Rhine-Westphalia have joined forces in the Humboldtn initiative to pool their efforts in the field of sustainability and to anchor generational responsibility for sustainable action in research, teaching, administration, infrastructure, and transfer. How the joint responsibility for the questions for the future in the aforementioned complex of topics is addressed via Humboldtn and which focal points are set in the process will be presented and discussed using examples from the institutional sustainability transformation and examples from the research area from RWTH Aachen University. In this way, the implementation of transformation processes at universities and their possible blueprint effect can be illuminated.
    Keywords: ddc:300
    Repository Name: Wuppertal Institut für Klima, Umwelt, Energie
    Language: English
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  • 2
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    Cham : Springer
    Publication Date: 2023-10-04
    Keywords: ddc:300
    Repository Name: Wuppertal Institut für Klima, Umwelt, Energie
    Language: English
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  • 3
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    Publication Date: 2023-10-04
    Keywords: ddc:300
    Repository Name: Wuppertal Institut für Klima, Umwelt, Energie
    Language: English
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  • 4
    Keywords: Mathematics ; Numerical analysis ; Computer mathematics ; Computer software ; Mathematics ; Computational Science and Engineering ; Numeric Computing ; Mathematical Software ; programming ; Python ; verification ; numerical methods ; differential equations
    Description / Table of Contents: The First Few Steps --- A Few More Steps --- Loops and Branching --- Functions and the Writing of Code --- Some More Python Essentials --- Computing Integrals and Testing Code --- Solving Nonlinear Algebraic Equations --- Solving Ordinary Differential Equations --- Solving Partial Differential Equations
    Pages: Online-Ressource (XXIII, 332 pages) , illustrations, diagrams
    Edition: 2nd edition
    ISBN: 9783030168773
    Language: English
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  • 5
    Publication Date: 2019-09-20
    Keywords: ddc:300
    Repository Name: Wuppertal Institut für Klima, Umwelt, Energie
    Language: English
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  • 6
    Publication Date: 2019-03-19
    Keywords: ddc:300
    Repository Name: Wuppertal Institut für Klima, Umwelt, Energie
    Language: English
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  • 7
    Keywords: Computer science ; Computer system failures ; Software engineering ; Computer logic ; Computer science ; Mathematics ; Artificial intelligence ; Computers ; Computer Science ; Logics and Meanings of Programs ; Software Engineering/Programming and Operating Systems ; Artificial Intelligence (incl. Robotics) ; System Performance and Evaluation ; The Computing Profession ; Discrete Mathematics in Computer Science
    Description / Table of Contents: Semantics --- Non-angelic Concurrent Game Semantics --- A Trace Semantics for System F Parametric Polymorphism --- Categorical Combinatorics for Non Deterministic Strategies on Simple Games --- A Syntactic View of Computational Adequacy --- Linearity --- A New Linear Logic for Deadlock-Free Session-Typed Processes --- A Double Category Theoretic Analysis of Graded Linear Exponential Comonads --- Depending on Session-Typed Processes --- FabULous Interoperability for ML and a Linear Language --- Concurrency --- Automata for True Concurrency Properties --- A Theory of Encodings and Expressiveness --- A Framework for Parameterized Monitorability --- Logics for Bisimulation and Divergence --- Lambda-Calculi and Types --- Call-by-need, Neededness and All That --- Fitch-Style Modal Lambda Calculi --- Realizability Interpretation and Normalization of Typed Call-by-Need --- Quotient Inductive-Inductive Types --- Category Theory and Quantum Control --- Guarded Traced Categories --- Proper Semirings and Proper Convex Functors --- From Symmetric Pattern-Matching to Quantum Control --- Quantitative Models --- The Complexity of Graph-Based Reductions for Reachability in Markov Decision Processes --- A Hierarchy of Scheduler Classes for Stochastic Automata --- Symbolically Quantifying Response Time in Stochastic Models using Moments and Semirings --- Comparator Automata in Quantitative Verification --- Logics and Equational Theories --- Modular Tableaux Calculi for Separation Theories --- Differential Calculus with Imprecise Input and its Logical Framework --- The Effects of Adding Reachability Predicates in Propositional Separation Logic --- The Equational Theory of the Natural Join and of Inner Union is Decidable --- Graphs and Automata --- Minimization of Graph Weighted Models over Circular Strings --- Games on Graphs with a Public Signal Monitoring --- WQO Dichotomy for 3-Graphs --- Verifying Higher-Order Functions with Tree Automata
    Pages: Online-Ressource (XV, 583 pages) , 75 illustrations
    ISBN: 9783319893662
    Language: English
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  • 8
    Keywords: Computer science ; Computer system failures ; Software engineering ; Computer logic ; Computer science ; Mathematics ; Artificial intelligence ; Computers ; Computer Science ; Logics and Meanings of Programs ; Software Engineering/Programming and Operating Systems ; Artificial Intelligence (incl. Robotics) ; System Performance and Evaluation ; The Computing Profession ; Discrete Mathematics in Computer Science
    Description / Table of Contents: Semantics --- Non-angelic Concurrent Game Semantics --- A Trace Semantics for System F Parametric Polymorphism --- Categorical Combinatorics for Non Deterministic Strategies on Simple Games --- A Syntactic View of Computational Adequacy --- Linearity --- A New Linear Logic for Deadlock-Free Session-Typed Processes --- A Double Category Theoretic Analysis of Graded Linear Exponential Comonads --- Depending on Session-Typed Processes --- FabULous Interoperability for ML and a Linear Language --- Concurrency --- Automata for True Concurrency Properties --- A Theory of Encodings and Expressiveness --- A Framework for Parameterized Monitorability --- Logics for Bisimulation and Divergence --- Lambda-Calculi and Types --- Call-by-need, Neededness and All That --- Fitch-Style Modal Lambda Calculi --- Realizability Interpretation and Normalization of Typed Call-by-Need --- Quotient Inductive-Inductive Types --- Category Theory and Quantum Control --- Guarded Traced Categories --- Proper Semirings and Proper Convex Functors --- From Symmetric Pattern-Matching to Quantum Control --- Quantitative Models --- The Complexity of Graph-Based Reductions for Reachability in Markov Decision Processes --- A Hierarchy of Scheduler Classes for Stochastic Automata --- Symbolically Quantifying Response Time in Stochastic Models using Moments and Semirings --- Comparator Automata in Quantitative Verification --- Logics and Equational Theories --- Modular Tableaux Calculi for Separation Theories --- Differential Calculus with Imprecise Input and its Logical Framework --- The Effects of Adding Reachability Predicates in Propositional Separation Logic --- The Equational Theory of the Natural Join and of Inner Union is Decidable --- Graphs and Automata --- Minimization of Graph Weighted Models over Circular Strings --- Games on Graphs with a Public Signal Monitoring --- WQO Dichotomy for 3-Graphs --- Verifying Higher-Order Functions with Tree Automata
    Pages: Online-Ressource (XV, 583 pages) , 75 illustrations
    ISBN: 9783319893662
    Language: English
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  • 9
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    Cham : Springer
    Keywords: Mathematics ; Numerical analysis ; Computer mathematics ; Computer software ; Mathematics ; Computational Science and Engineering ; Numeric Computing ; Mathematical Software ; Finite difference methods ; Programming ; Python ; Verification ; Numerical methods ; Differential equations
    Description / Table of Contents: 1. Vibration ODEs --- 1.1 Finite Difference Discretization --- 1.2 Implementation --- 1.3 Visualization of Long Time Simulations --- 1.4 Analysis of the Numerical Scheme --- 1.5 Alternative Schemes Based on 1st-Order Equations --- 1.6 Energy Considerations --- 1.7 The Euler-Cromer Method --- 1.8 Staggered Mesh --- 1.9 Exercises and Problems --- 1.10 Generalization: Damping, Nonlinearities, and Excitation --- 1.11 Exercises and Problems --- 1.12 Applications of Vibration Models --- 1.13 Exercises --- 2. Wave Equations --- 2.1 Simulation of Waves on a String --- 2.2 Verification --- 2.3 Implementation --- 2.4 Vectorization --- 2.5 Exercises --- 2.6 Generalization: Reflecting Boundaries --- 2.7 Generalization: Variable Wave Velocity --- 2.8 Building a General 1D Wave Equation Solver --- 2.9 Exercises --- 2.10 Analysis of the Difference Equations --- 2.11 Finite Difference Methods for 2D and 3D Wave Equations --- 2.12 Implementation --- 2.13 Exercises --- 2.14 Applications of Wave Equations --- 2.15 Exercises --- 3. Diffusion Equations --- 3.1 An Explicit Method for the 1D Diffusion Equation --- 3.2 Implicit Methods for the 1D Diffusion Equation --- 3.3 Analysis of Schemes for the Diffusion Equation --- 3.4 Exercises --- 3.5 Diffusion in Heterogeneous Media --- 3.6 Diffusion in 2D --- 3.7 Random Walk --- 3.8 Applications --- 3.9 Exercises --- 4. Advection-Dominated Equations --- 4.1 One-Dimensional Time-Dependent Advection Equations --- 4.2 One-Dimensional Stationary Advection-Diffusion Equation --- 4.3 Time-dependent Convection-Diffusion Equations --- 4.4 Applications of Advection Equations --- 4.5 Exercises --- 5. Nonlinear Problems --- 5.1 Introduction of Basic Concepts --- 5.2 Systems of Nonlinear Algebraic Equations --- 5.3 Linearization at the Differential Equation Level --- 5.4 1D Stationary Nonlinear Differential Equations --- 5.5 Multi-Dimensional Nonlinear PDE Problems --- 5.6 Operator Splitting Methods --- 5.7 Exercises
    Pages: Online-Ressource (XXIII, 507 pages) , 150 illustrations
    ISBN: 9783319554563
    Language: English
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  • 10
    Publication Date: 2018-11-19
    Keywords: ddc:300
    Repository Name: Wuppertal Institut für Klima, Umwelt, Energie
    Language: English
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  • 11
    Publication Date: 2020-06-29
    Keywords: ddc:300
    Repository Name: Wuppertal Institut für Klima, Umwelt, Energie
    Language: English
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  • 12
    Publication Date: 2018-11-19
    Keywords: ddc:300
    Repository Name: Wuppertal Institut für Klima, Umwelt, Energie
    Language: English
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  • 13
    Publication Date: 2018-11-19
    Keywords: ddc:300
    Repository Name: Wuppertal Institut für Klima, Umwelt, Energie
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  • 14
    Publication Date: 2018-11-19
    Keywords: ddc:300
    Repository Name: Wuppertal Institut für Klima, Umwelt, Energie
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  • 15
    Publication Date: 2018-11-19
    Keywords: ddc:300
    Repository Name: Wuppertal Institut für Klima, Umwelt, Energie
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  • 16
    Publication Date: 2018-11-19
    Keywords: ddc:300
    Repository Name: Wuppertal Institut für Klima, Umwelt, Energie
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  • 17
    Publication Date: 2018-11-19
    Keywords: ddc:300
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  • 18
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    Publication Date: 2018-11-19
    Keywords: ddc:300
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  • 19
    Publication Date: 2018-11-19
    Keywords: ddc:300
    Repository Name: Wuppertal Institut für Klima, Umwelt, Energie
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  • 20
    Publication Date: 2018-11-19
    Keywords: ddc:300
    Repository Name: Wuppertal Institut für Klima, Umwelt, Energie
    Language: English
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  • 21
    Publication Date: 2018-11-19
    Keywords: ddc:300
    Repository Name: Wuppertal Institut für Klima, Umwelt, Energie
    Language: English
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  • 22
    Keywords: Systems theory ; Distribution (Probability theory ; Environmental economics ; Mathematics ; Differential equations, partial ; Mathematical optimization ; Systems Theory, Control ; Probability Theory and Stochastic Processes ; Environmental Economics ; Game Theory, Economics, Social and Behav. Sciences ; Partial Differential Equations ; Calculus of Variations and Optimal Control; Optimization
    Description / Table of Contents: Some recent developments in ambit stochastics --- Functional and Banach space stochastic calculi. Path-dependent Kolmogorov equations associated with the frame of a Brownian motion --- Nonlinear Young integrals via fractional calculus --- A weak limit theorem for numerical approximation of Brownian semi-stationary processes --- Non-elliptic SPDEs and ambit fields: existence of densities --- Dynamic risk measures and path-dependent second order PDEs --- Pricing CoCos with a market trigger --- Quantification of model risk in quadratic hedging in finance --- Risk-sensitive mean-field type control under partial observation --- Risk aversion in modeling of cap-and-trade mechanism and optimal design of emission markets --- Exponential ergodicity of the jump-diffusion CIR process --- Optimal control of predictive mean-field equations and applications to finance --- Modelling the impact of wind power production on electricity prices by regime-switching Levy semistationary processes --- Pricing options on EU ETS certificates with a time-varying market price of risk model
    Pages: Online-Ressource (VIII, 360 pages)
    ISBN: 9783319234250
    Language: English
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  • 23
    Keywords: Systems theory ; Distribution (Probability theory ; Environmental economics ; Mathematics ; Differential equations, partial ; Mathematical optimization ; Systems Theory, Control ; Probability Theory and Stochastic Processes ; Environmental Economics ; Game Theory, Economics, Social and Behav. Sciences ; Partial Differential Equations ; Calculus of Variations and Optimal Control; Optimization
    Description / Table of Contents: Some recent developments in ambit stochastics --- Functional and Banach space stochastic calculi. Path-dependent Kolmogorov equations associated with the frame of a Brownian motion --- Nonlinear Young integrals via fractional calculus --- A weak limit theorem for numerical approximation of Brownian semi-stationary processes --- Non-elliptic SPDEs and ambit fields: existence of densities --- Dynamic risk measures and path-dependent second order PDEs --- Pricing CoCos with a market trigger --- Quantification of model risk in quadratic hedging in finance --- Risk-sensitive mean-field type control under partial observation --- Risk aversion in modeling of cap-and-trade mechanism and optimal design of emission markets --- Exponential ergodicity of the jump-diffusion CIR process --- Optimal control of predictive mean-field equations and applications to finance --- Modelling the impact of wind power production on electricity prices by regime-switching Levy semistationary processes --- Pricing options on EU ETS certificates with a time-varying market price of risk model
    Pages: Online-Ressource (VIII, 360 pages)
    ISBN: 9783319234250
    Language: English
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  • 24
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    Keywords: Mathematics ; Computer simulation ; Differential equations ; Partial differential equations ; Computer mathematics ; Mathematical models ; Mathematics ; Ordinary Differential Equations ; Partial Differential Equations ; Mathematical Modeling and Industrial Mathematics ; Computational Science and Engineering ; Simulation and Modeling
    Description / Table of Contents: Preface --- 1 Dimensions and Units --- 2 Ordinary Differential Equations Models --- 3 Basic Partial Differential Equations Models --- Advanced Partial Differential Equations Models --- References --- Index
    Pages: Online-Ressource (XIII, 138 pages) , 22 illustrations
    ISBN: 9783319327266
    Language: English
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  • 25
    Keywords: Mathematics ; Numerical analysis ; Computer mathematics ; Computer software ; Mathematics ; Computational Science and Engineering ; Numeric Computing ; Mathematical Software ; Numerical Analysis
    Description / Table of Contents: Preface --- The first few steps --- Basic constructions --- Computing integrals --- Solving ordinary differential equations --- Solving partial differential equations --- Solving nonlinear algebraic equations --- References --- Index
    Pages: Online-Ressource (XVI, 216 pages) , 43 illustrations
    ISBN: 9783319324524
    Language: English
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  • 26
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    Keywords: Mathematics ; Software engineering ; Algorithms ; Computer mathematics ; Visualization ; Computer software ; Numerical analysis ; Mathematics ; Computational Science and Engineering ; Algorithms ; Visualization ; Mathematical Software ; Numerical Analysis ; Software Engineering/Programming and Operating Systems
    Description / Table of Contents: 1 Preliminaries --- 2 Fundamentals: Solving the Poisson Equation --- 3 A Gallery of Finite Element Solvers --- 4 Subdomains and Boundary Conditions --- 5 Extensions: Improving the Poisson Solver --- References
    Pages: Online-Ressource (XI, 146 pages) , 17 illustrations, 16 illustrations in color
    ISBN: 9783319524627
    Language: English
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  • 27
    Keywords: Mathematics ; Computer graphics ; Computer mathematics ; Mathematics ; Computational Science and Engineering ; Biomedicine general ; Computer Imaging, Vision, Pattern Recognition and Graphics
    Description / Table of Contents: Preface --- Background: Contents and Method --- One-dimensional calcium release --- Models of open and state blockers --- Two-dimensional calcium release --- Computing theoretical drugs in the two-dimensional case --- Generalized systems --- Calcium-induced calcium release --- Numerical release for CICR --- A prototypical model of an ion channel --- Inactivated ion channels --- A simple model of the sodium channel --- Mutations affecting the mean open time --- The burst mode --- Whole sale action potentials ---
    Pages: Online-Ressource (XVI, 261 pages) , 129 illustrations, 30 illustrations in color
    ISBN: 9783319300306
    Language: English
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  • 28
    Keywords: Mathematics ; Computer programming ; Software engineering ; Computer mathematics ; Mathematics ; Computational Science and Engineering ; Programming Techniques ; Software Engineering ; Numerical and Computational Physics, Simulation ; Mathematical and Computational Engineering
    Description / Table of Contents: Preface --- Algorithms and implementations --- Analysis --- Generalizations --- Models --- Scientific Software Engineering --- References --- Index.
    Pages: Online-Ressource (XIV, 200 pages) , 29 illustrations
    ISBN: 9783319294391
    Language: English
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  • 29
    Keywords: Mathematics ; Numerical analysis ; Computer mathematics ; Computer software ; Mathematics ; Computational Science and Engineering ; Numeric Computing ; Mathematical Software ; Numerical Analysis
    Description / Table of Contents: Preface --- The first few steps --- Basic constructions --- Computing integrals --- Solving ordinary differential equations --- Solving partial differential equations --- Solving nonlinear algebraic equations --- Getting access to Python --- References --- Index
    Pages: Online-Ressource (XVI, 232 pages) , 45 illustrations
    ISBN: 9783319324289
    Language: English
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  • 30
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    Keywords: Mathematics ; Computer simulation ; Differential equations ; Partial differential equations ; Computer mathematics ; Mathematical models ; Mathematics ; Ordinary Differential Equations ; Partial Differential Equations ; Mathematical Modeling and Industrial Mathematics ; Computational Science and Engineering ; Simulation and Modeling
    Description / Table of Contents: Preface --- 1 Dimensions and Units --- 2 Ordinary Differential Equations Models --- 3 Basic Partial Differential Equations Models --- Advanced Partial Differential Equations Models --- References --- Index
    Pages: Online-Ressource (XIII, 138 pages) , 22 illustrations
    ISBN: 9783319327266
    Language: English
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  • 31
    Publication Date: 2019-04-01
    Keywords: ddc:300
    Repository Name: Wuppertal Institut für Klima, Umwelt, Energie
    Language: English
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  • 32
    Publication Date: 2019-04-01
    Keywords: ddc:300
    Repository Name: Wuppertal Institut für Klima, Umwelt, Energie
    Language: English
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  • 33
    Keywords: Finance ; Mathematics ; Quantitative Finance ; Game Theory, Economics, Social and Behav. Sciences ; Finance, general ; Actuarial Sciences
    Description / Table of Contents: Part I Markets, Regulation, and Model Risk --- A Random Holding Period Approach for Liquidity-Inclusive Risk Management --- Regulatory Developments in Risk Management: Restoring Confidence in Internal Models --- Model Risk in Incomplete Markets with Jumps --- Part II Financial Engineering --- Bid-Ask Spread for Exotic Options Under Conic Finance --- Derivative Pricing Under the Possibility of Long Memory in the supOU Stochastic Volatility Model --- A Two-Sided BNS Model for Multicurrency FX Markets --- Modeling the Price of Natural Gas with Temperature and Oil Price as Exogenous Factors --- Copula-Specific Credit Portfolio Modeling --- Implied Recovery Rates—Auctions and Models --- Upside and Downside Risk Exposures of Currency Carry Trades via Tail Dependence --- Part III Insurance Risk and Asset Management --- Participating Life Insurance Contracts Under Risk Based Solvency Frameworks: How to Increase Capital Efficiency by Product Design --- Reducing Surrender Incentives Through Fee Structure in Variable Annuities --- A Variational Approach for Mean-Variance-Optimal Deterministic Consumption and Investment --- Risk Control in Asset Management: Motives and Concepts --- Worst-Case Scenario Portfolio Optimization Given the Probability of a Crash --- Improving Optimal Terminal Value Replicating Portfolios --- Part IV Computational Methods for Risk Management --- Risk and Computation --- Extreme Value Importance Sampling for Rare Event Risk Measurement --- A Note on the Numerical Evaluation of the Hartman–Watson Density and Distribution Function --- Computation of Copulas by Fourier Methods --- Part V Dependence Modelling --- Goodness-of-fit Tests for Archimedean Copulas in High Dimensions --- Duality in Risk Aggregation --- Some Consequences of the Markov Kernel Perspective of Copulas --- Copula Representations for Invariant Dependence Functions --- Nonparametric Copula Density Estimation Using a Petrov–Galerkin Projection
    Pages: Online-Ressource (XI, 438 pages) , 84 illustrations
    ISBN: 9783319091143
    Language: English
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  • 34
    Keywords: Finance ; Mathematics ; Quantitative Finance ; Game Theory, Economics, Social and Behav. Sciences ; Finance, general ; Actuarial Sciences
    Description / Table of Contents: Part I Markets, Regulation, and Model Risk --- A Random Holding Period Approach for Liquidity-Inclusive Risk Management --- Regulatory Developments in Risk Management: Restoring Confidence in Internal Models --- Model Risk in Incomplete Markets with Jumps --- Part II Financial Engineering --- Bid-Ask Spread for Exotic Options Under Conic Finance --- Derivative Pricing Under the Possibility of Long Memory in the supOU Stochastic Volatility Model --- A Two-Sided BNS Model for Multicurrency FX Markets --- Modeling the Price of Natural Gas with Temperature and Oil Price as Exogenous Factors --- Copula-Specific Credit Portfolio Modeling --- Implied Recovery Rates—Auctions and Models --- Upside and Downside Risk Exposures of Currency Carry Trades via Tail Dependence --- Part III Insurance Risk and Asset Management --- Participating Life Insurance Contracts Under Risk Based Solvency Frameworks: How to Increase Capital Efficiency by Product Design --- Reducing Surrender Incentives Through Fee Structure in Variable Annuities --- A Variational Approach for Mean-Variance-Optimal Deterministic Consumption and Investment --- Risk Control in Asset Management: Motives and Concepts --- Worst-Case Scenario Portfolio Optimization Given the Probability of a Crash --- Improving Optimal Terminal Value Replicating Portfolios --- Part IV Computational Methods for Risk Management --- Risk and Computation --- Extreme Value Importance Sampling for Rare Event Risk Measurement --- A Note on the Numerical Evaluation of the Hartman–Watson Density and Distribution Function --- Computation of Copulas by Fourier Methods --- Part V Dependence Modelling --- Goodness-of-fit Tests for Archimedean Copulas in High Dimensions --- Duality in Risk Aggregation --- Some Consequences of the Markov Kernel Perspective of Copulas --- Copula Representations for Invariant Dependence Functions --- Nonparametric Copula Density Estimation Using a Petrov–Galerkin Projection
    Pages: Online-Ressource (XI, 438 pages) , 84 illustrations
    ISBN: 9783319091143
    Language: English
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  • 35
    Keywords: Finance ; Mathematics ; Quantitative Finance ; Game Theory, Economics, Social and Behav. Sciences ; Finance, general ; Actuarial Sciences
    Description / Table of Contents: Part I Markets, Regulation, and Model Risk --- A Random Holding Period Approach for Liquidity-Inclusive Risk Management --- Regulatory Developments in Risk Management: Restoring Confidence in Internal Models --- Model Risk in Incomplete Markets with Jumps --- Part II Financial Engineering --- Bid-Ask Spread for Exotic Options Under Conic Finance --- Derivative Pricing Under the Possibility of Long Memory in the supOU Stochastic Volatility Model --- A Two-Sided BNS Model for Multicurrency FX Markets --- Modeling the Price of Natural Gas with Temperature and Oil Price as Exogenous Factors --- Copula-Specific Credit Portfolio Modeling --- Implied Recovery Rates—Auctions and Models --- Upside and Downside Risk Exposures of Currency Carry Trades via Tail Dependence --- Part III Insurance Risk and Asset Management --- Participating Life Insurance Contracts Under Risk Based Solvency Frameworks: How to Increase Capital Efficiency by Product Design --- Reducing Surrender Incentives Through Fee Structure in Variable Annuities --- A Variational Approach for Mean-Variance-Optimal Deterministic Consumption and Investment --- Risk Control in Asset Management: Motives and Concepts --- Worst-Case Scenario Portfolio Optimization Given the Probability of a Crash --- Improving Optimal Terminal Value Replicating Portfolios --- Part IV Computational Methods for Risk Management --- Risk and Computation --- Extreme Value Importance Sampling for Rare Event Risk Measurement --- A Note on the Numerical Evaluation of the Hartman–Watson Density and Distribution Function --- Computation of Copulas by Fourier Methods --- Part V Dependence Modelling --- Goodness-of-fit Tests for Archimedean Copulas in High Dimensions --- Duality in Risk Aggregation --- Some Consequences of the Markov Kernel Perspective of Copulas --- Copula Representations for Invariant Dependence Functions --- Nonparametric Copula Density Estimation Using a Petrov–Galerkin Projection
    Pages: Online-Ressource (XI, 438 pages) , 84 illustrations
    ISBN: 9783319091143
    Language: English
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  • 36
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    Publication Date: 2019-04-01
    Keywords: ddc:300
    Repository Name: Wuppertal Institut für Klima, Umwelt, Energie
    Language: English
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