Some Mathematical Tools -- Financial Time Series: Facts and Models -- Parameter Estimation: An Overview -- Quasi Maximum Likelihood Estimation in Conditionally Heteroscedastic Time Series Models: A Stochastic Recurrence Equations Approach -- Maximum Likelihood Estimation in Conditionally Heteroscedastic Time Series Models -- Quasi Maximum Likelihood Estimation in a Generalized Conditionally Het…
to Option Pricing -- Asset Pricing Basics -- Continuous-Time Models -- Black-Scholes -- Estimating and Modelling Volatility -- to Monte Carlo and Binomial Models -- Advanced Option Pricing -- Foreign Exchange -- Forward, Futures, and Exchange Options -- Exotic Options -- More on Monte Carlo and Binomial Valuation -- Finite Difference Methods -- Fixed Income -- Fixed Income Concepts -- to Fixed …
The Bayes Premium -- Credibility Estimators -- The Bühlmann-Straub Model -- Treatment of Large Claims in Credibility -- Hierarchical Credibility -- Multidimensional Credibility -- Credibility in the Regression Case -- Evolutionary Credibility Models and Recursive Calculation -- Multidimensional Evolutionary Models and Recursive Calculation.The book is aimed at teachers and students as well as …
Stochastic Calculus with Jump diffusions -- Optimal Stopping of Jump Diffusions -- Stochastic Control of Jump Diffusions -- Combined Optimal Stopping and Stochastic Control of Jump Diffusions -- Singular Control for Jump Diffusions -- Impulse Control of Jump Diffusions -- Approximating Impulse Control of Diffusions by Iterated Optimal Stopping -- Combined Stochastic Control and Impulse Control …
The Changing Nature of Territoriality in International Law -- The Paradoxical Place of Territory in International Law -- A State Without Territory – Science Fiction or Reality? -- Territory in The Law of Jurisdiction: Imagining Alternatives -- Cartographies of the Present: ‘Contingent Sovereignty’ and Territorial Integrity -- Data Territories: Changing Architectures of Association in Inte…
Part I ─ Theoretical Framework and Development of Research Question: 1 Introduction ─ Covenants and Third-party Creditors -- 2 Self-help Devices of Creditor Protection -- 3 Covenants and Bilateral Creditor Protection -- Part II ─ The Systematisation of Third-party Creditor Effects of Covenants: Preliminary Framework: 4 Academic Discussion and the Relevance of Third-party Creditor Protec…
Introduction. Chapter 1 - The EU Principles In Public Procurement. Transparency – Origin and Main Characteristics -- Chapter 2 - Corruption – Definition and Characteristics -- Chapter 3 - The Public Procurement System In Bulgaria: Authorities, Participants, Control -- Chapter 4 - Infringements in Procurement Procedures. Corruption Loopholes and Practices -- Chapter 5 – The Procurement Sys…
Part I: Establishing the VAT and Financial Supplies Benchmarks -- Chapter 1. Theories of Consumption and the Consequences of Partial Taxation of Financial Services (Robert F. van Brederode) -- Part II: Financial Loans and Intermediary Services -- Chapter 2. Taxing Loan Intermediary Services: Theory and Design Considerations (Robert F. van Brederode) -- Chapter 3. Financial Loan Intermediary Ser…
Chapter 1: Introduction -- Chapter 2: Development of the Model Law -- Chapter 3: Manner of Introduction of the Model Law -- Chapter 4: How does the Model Law affect existing principles of recognition? -- Chapter 5: Comparative Analysis of the Enactment and Interpretation of the Preamble and Chapter I of the Model Law on Cross-Border Insolvency - General Provisions -- Chapter 6: Comparative Anal…
Foreword; Roy Goode -- About the Authors -- Part I Introduction,- About This Book; Souichirou Kozuka -- Implementation of the Cape Town Convention into and its relationship with National Law; Jeffrey Wool -- Part II General Report -- 2. The Cape Town Convention and its implementation in domestic law: General report; Souichirou Kozuka -- Part III National Reports -- A. Parties to the Cape Town C…