This volume is a user-friendly presentation of the main theoretical properties of the Fourier-Malliavin volatility estimation, allowing the readers to experience the potential of the approach and it……続きを見る
Die harten Wettbewerbsbedingungen im liberalisierten Strom-/Gasmarkt führen immer wieder zu Insolvenzen von Energieanbietern (Lieferanten), die bei zahlreichen Gläubigern hohe finanzielle Schäden ve……続きを見る
This volume provides an introduction to the theory of Mean Field Games, suggested by J.-M. Lasry and P.-L. Lions in 2006 as a mean-field model for Nash equilibria in the strategic interaction of a l……続きを見る
Swaps, futures, options, structured instruments - a wide range of derivative products is traded in today's financial markets. Analyzing, pricing and managing such products often requires fairly soph……続きを見る
