標(biāo)題: Titlebook: Innovations in Quantitative Risk Management; TU München, Septembe Kathrin Glau,Matthias Scherer,Rudi Zagst Conference proceedings‘‘‘‘‘‘‘‘ 2 [打印本頁] 作者: VEER 時(shí)間: 2025-3-21 16:46
書目名稱Innovations in Quantitative Risk Management影響因子(影響力)
書目名稱Innovations in Quantitative Risk Management影響因子(影響力)學(xué)科排名
書目名稱Innovations in Quantitative Risk Management網(wǎng)絡(luò)公開度
書目名稱Innovations in Quantitative Risk Management網(wǎng)絡(luò)公開度學(xué)科排名
書目名稱Innovations in Quantitative Risk Management被引頻次
書目名稱Innovations in Quantitative Risk Management被引頻次學(xué)科排名
書目名稱Innovations in Quantitative Risk Management年度引用
書目名稱Innovations in Quantitative Risk Management年度引用學(xué)科排名
書目名稱Innovations in Quantitative Risk Management讀者反饋
書目名稱Innovations in Quantitative Risk Management讀者反饋學(xué)科排名
作者: 悲痛 時(shí)間: 2025-3-21 23:50
Kathrin Glau,Matthias Scherer,Rudi ZagstProvides a bridge between methodological advances and applications in risk management.Focuses on modern techniques such as dependence modeling, LIBOR modeling and counterparty credit risk.Features con作者: limber 時(shí)間: 2025-3-22 01:16 作者: inscribe 時(shí)間: 2025-3-22 04:42 作者: oblique 時(shí)間: 2025-3-22 10:26 作者: 調(diào)整校對(duì) 時(shí)間: 2025-3-22 13:52 作者: 在前面 時(shí)間: 2025-3-22 18:41
978-3-319-35861-1The Editor(s) (if applicable) and the Author(s) 2015作者: Altitude 時(shí)間: 2025-3-22 22:06
Innovations in Quantitative Risk Management978-3-319-09114-3Series ISSN 2194-1009 Series E-ISSN 2194-1017 作者: 過于光澤 時(shí)間: 2025-3-23 05:01 作者: 使糾纏 時(shí)間: 2025-3-23 06:24 作者: arbovirus 時(shí)間: 2025-3-23 13:37
Modeling the Price of Natural Gas with Temperature and Oil Price as Exogenous Factors better than previous models. The inclusion of oil price and temperature in the regression of a least squares Monte Carlo method leads to more realistic valuation results for gas storages and swing options.作者: habile 時(shí)間: 2025-3-23 14:16 作者: Countermand 時(shí)間: 2025-3-23 21:55 作者: hermetic 時(shí)間: 2025-3-23 22:33
quantum mechanical states by density matrices enables the maximum information available on the system to be expressed in a compact manner and hence avoids the introduction of unnecessary variables. The use of density matrix methods also has the advan- tage of providing a uniform treatment of all qua作者: 燒烤 時(shí)間: 2025-3-24 04:57 作者: 武器 時(shí)間: 2025-3-24 06:41
Damiano Brigo,Claudio Nordiotation of quantum mechanical states by density matrices enables the maximum information available on the system to be expressed in a compact manner and hence avoids the introduction of unnecessary vari- ables. The use of density matrix methods also has the advantage of providing a uniform treatment of all qua978-1-4615-6808-7作者: Misgiving 時(shí)間: 2025-3-24 13:27
Uwe Gaumert,Michael Kemmern two-particle spin-1/2 systems. The text discusses recent studies in atomic and molecular reactions. A new chapter explores nonseparability and entanglement in two-particle spin-1/2 systems.978-3-642-43095-4978-3-642-20561-3Series ISSN 1615-5653 Series E-ISSN 2197-6791 作者: airborne 時(shí)間: 2025-3-24 15:12
Nils Detering,Natalie Packhamn two-particle spin-1/2 systems. The text discusses recent studies in atomic and molecular reactions. A new chapter explores nonseparability and entanglement in two-particle spin-1/2 systems.978-3-642-43095-4978-3-642-20561-3Series ISSN 1615-5653 Series E-ISSN 2197-6791 作者: fabricate 時(shí)間: 2025-3-24 21:36 作者: 有效 時(shí)間: 2025-3-25 00:04 作者: itinerary 時(shí)間: 2025-3-25 07:19 作者: 大吃大喝 時(shí)間: 2025-3-25 10:15 作者: Alopecia-Areata 時(shí)間: 2025-3-25 13:10 作者: 賄賂 時(shí)間: 2025-3-25 17:22
Matthias Fischer,Kevin Jakobn two-particle spin-1/2 systems. The text discusses recent studies in atomic and molecular reactions. A new chapter explores nonseparability and entanglement in two-particle spin-1/2 systems.978-3-642-43095-4978-3-642-20561-3Series ISSN 1615-5653 Series E-ISSN 2197-6791 作者: 松緊帶 時(shí)間: 2025-3-25 22:54
Stephan H?cht,Matthias Kunze,Matthias Scherern two-particle spin-1/2 systems. The text discusses recent studies in atomic and molecular reactions. A new chapter explores nonseparability and entanglement in two-particle spin-1/2 systems.978-3-642-43095-4978-3-642-20561-3Series ISSN 1615-5653 Series E-ISSN 2197-6791 作者: 小蟲 時(shí)間: 2025-3-26 04:13 作者: jettison 時(shí)間: 2025-3-26 06:34
rom TD-DFT. Once again the exact TD-DFT xc-functional must be approximated in practical calculations and this has historically been done using the TD-DFT adiabatic approximation (AA) which is to TD-DFT very similar to what the local density approximation (LDA) is to conventional ground-state DFT. Al作者: 委派 時(shí)間: 2025-3-26 08:33 作者: 褲子 時(shí)間: 2025-3-26 14:51
Carole Bernard,Anne MacKayquantum dots [51]. However, away from equilibrium, the absence of a groundstate requires new criteria other than energy for eliminating unimportant states. Ideas based on the DMRG method described in this book are being explored and may prove useful in this context.作者: conjunctiva 時(shí)間: 2025-3-26 17:07 作者: 微枝末節(jié) 時(shí)間: 2025-3-26 21:11 作者: temperate 時(shí)間: 2025-3-27 02:28 作者: blister 時(shí)間: 2025-3-27 07:23
Jan Natolski,Ralf Wernerquantum dots [51]. However, away from equilibrium, the absence of a groundstate requires new criteria other than energy for eliminating unimportant states. Ideas based on the DMRG method described in this book are being explored and may prove useful in this context.作者: 書法 時(shí)間: 2025-3-27 10:51 作者: CHARM 時(shí)間: 2025-3-27 16:39 作者: 精密 時(shí)間: 2025-3-27 21:00
Regulatory Developments in Risk Management: Restoring Confidence in Internal Modelsproposals include standardising models with a view to reducing complexity and enhancing comparability, significantly improving model validation and increasing transparency as to how model results are determined, also over time. The article reflects the personal views of the authors.作者: Blazon 時(shí)間: 2025-3-27 23:01 作者: Foment 時(shí)間: 2025-3-28 02:12
Model Risk in Incomplete Markets with JumpsIn an incomplete market setting, we also investigate the question of hedge quality when using hedging strategies from a (deliberately) misspecified model, for example, because the misspecified model is a simplified model where hedges are easily determined. An application to energy markets demonstrates the degree of model error.作者: Malfunction 時(shí)間: 2025-3-28 07:22 作者: 過多 時(shí)間: 2025-3-28 12:50 作者: Preserve 時(shí)間: 2025-3-28 17:57 作者: RAGE 時(shí)間: 2025-3-28 19:40
Conference proceedings‘‘‘‘‘‘‘‘ 2015oducts, and advances in valuation techniques provide a continuous ?ow of challenging problems for ?nancial engineers and risk managers alike. Designing a sound stochastic model requires ?nding a careful balance between parsimonious model assumptions, mathematical viability, and interpretability of t作者: Hiatal-Hernia 時(shí)間: 2025-3-29 02:53 作者: BUOY 時(shí)間: 2025-3-29 04:52
Reducing Surrender Incentives Through Fee Structure in Variable Annuitiespresent numerical examples that highlight the effect of a combination of surrender charges and deterministic fees in reducing the value of the surrender option and raising the optimal surrender boundary.作者: coddle 時(shí)間: 2025-3-29 10:43
A Two-Sided BNS Model for Multicurrency FX Markets We discuss FX option pricing and provide a calibration exercise, modeling two FX rates with a common currency by a bivariate model and calibrating the dependence parameters to the implied FX volatility surface.作者: Pandemic 時(shí)間: 2025-3-29 14:47 作者: AVERT 時(shí)間: 2025-3-29 15:55 作者: CANON 時(shí)間: 2025-3-29 21:44 作者: 受傷 時(shí)間: 2025-3-30 01:21
Uwe Gaumert,Michael Kemmer in atomic physics with a minimum amount of formulas.ComprehWritten in a clear pedagogic style, this book deals with the application of density matrix theory to atomic and molecular physics. The aim is to precisely characterize sates by a vector and to construct general formulas and proofs of genera作者: Flatter 時(shí)間: 2025-3-30 05:27 作者: Anguish 時(shí)間: 2025-3-30 10:37
in atomic physics with a minimum amount of formulas.ComprehWritten in a clear pedagogic style, this book deals with the application of density matrix theory to atomic and molecular physics. The aim is to precisely characterize sates by a vector and to construct general formulas and proofs of genera作者: nostrum 時(shí)間: 2025-3-30 13:45
Florence Guillaume,Wim Schoutens in atomic physics with a minimum amount of formulas.ComprehWritten in a clear pedagogic style, this book deals with the application of density matrix theory to atomic and molecular physics. The aim is to precisely characterize sates by a vector and to construct general formulas and proofs of genera作者: Connotation 時(shí)間: 2025-3-30 19:52 作者: addict 時(shí)間: 2025-3-30 22:16 作者: AXIOM 時(shí)間: 2025-3-31 00:53
Jan Müller,Guido Hirsch,Alfred Müller in atomic physics with a minimum amount of formulas.ComprehWritten in a clear pedagogic style, this book deals with the application of density matrix theory to atomic and molecular physics. The aim is to precisely characterize sates by a vector and to construct general formulas and proofs of genera作者: Latency 時(shí)間: 2025-3-31 05:07 作者: 反復(fù)無常 時(shí)間: 2025-3-31 09:40 作者: gustation 時(shí)間: 2025-3-31 16:09 作者: 一起平行 時(shí)間: 2025-3-31 20:33
