Yazar: Gerhard Larcher

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Monte Carlo methods are numerical methods based on random sampling and quasi-Monte Carlo methods are their deterministic versions. This volume contains the refereed proceedings of the Second Internat …

This volume is a collection of survey papers on recent developments in the fields of quasi-Monte Carlo methods and uniform random number generation. We will cover a broad spectrum of questions, from …

This book is summarizing the results of the workshop ‘Uniform Distribution and Quasi-Monte Carlo Methods’ of the RICAM Special Semester on ‘Applications of Algebra and Number Theory’ in October 2013. …

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Das Buch bietet, begleitet von umfangreicher Analyse-Software, eine sehr gut verständliche Einführung in die Grundkonzepte der Finanzmathematik und des Financial Engineerings. Einen wesentlichen Best …

Dieses Buch führt auf allgemein verständliche und spannende, aber auch (im besten Sinn) „belehrende“ Weise in die Welt der Finanzderivate ein. In kompakter und anschaulicher Form präsentiert es ihren …

This textbook provides the necessary techniques from financial mathematics and stochastic analysis for the valuation of more complex financial products and strategies. The author discusses how to mak …

This textbook offers an easily understandable introduction to the fundamental concepts of financial mathematics and financial engineering. The author presents and discusses the basic concepts of fina …

The textbook discusses risk management in capital markets and presents various techniques of portfolio optimization. Special attention is given to risk measurement and credit risk management. Further …