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Mondialisation --- Géographie économique --- Globalization --- Economic geography --- --Géographie --- --AA / International- internationaal --- 382.11 --- 95 --- 351.2 --- 37 --- 338.43 --- Theorie van het internationale evenwicht. Economische onafhankelijkheid van een natie. Globalisering. Mondialisering. --- Cartografie. --- Openbare gezondheid. Milieubescherming. Milieuvervuiling. --- Geografische economie. Monografieën van streken en landen. --- Regionaal beleid. Industriële ontwikkeling en omschakeling van bepaalde regio's. Nieuwe industrieën. --- AA / International- internationaal --- Cartographie. --- Cartography. --- 95 Cartografie. --- 95 Cartographie. --- 95 Cartography. --- --Mondialisation --- --Géographie économique --- Regionaal beleid. Industriële ontwikkeling en omschakeling van bepaalde regio's. Nieuwe industrieën --- Openbare gezondheid. Milieubescherming. Milieuvervuiling --- Geografische economie. Monografieën van streken en landen --- Theorie van het internationale evenwicht. Economische onafhankelijkheid van een natie. Globalisering. Mondialisering --- Cartografie --- Géographie --- Géographie économique --- Théorie, etc.

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Computational Finance presents a modern computational approach to mathematical finance within the Windows environment, and contains financial algorithms, mathematical proofs and computer code in C/C++. The author illustrates how numeric components can be developed which allow financial routines to be easily called by the complete range of Windows applications, such as Excel, Borland Delphi, Visual Basic and Visual C++.These components permit software developers to call mathematical finance functions more easily than in corresponding packages. Although these packages may offer

305.91 --- AA / International- internationaal --- Econometrie van de financiële activa. Portfolio allocation en management. CAPM. Bubbles. --- Finance --- Mathematical models. --- Data processing. --- Computer programs. --- Mathematical models --- Data processing --- Computer programs --- E-books --- Econometrie van de financiële activa. Portfolio allocation en management. CAPM. Bubbles

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Until the early nineteenth century, "risk" was a specialized term: it was the commodity exchanged in a marine insurance contract. Freaks of Fortune tells the story of how the modern concept of risk emerged in the United States. Born on the high seas, risk migrated inland and became essential to the financial management of an inherently uncertain capitalist future. Focusing on the hopes and anxieties of ordinary people, Jonathan Levy shows how risk developed through the extraordinary growth of new financial institutions-insurance corporations, savings banks, mortgage-backed securities markets, commodities futures markets, and securities markets-while posing inescapable moral questions. For at the heart of risk's rise was a new vision of freedom. To be a free individual, whether an emancipated slave, a plains farmer, or a Wall Street financier, was to take, assume, and manage one's own personal risk. Yet this often meant offloading that same risk onto a series of new financial institutions, which together have only recently acquired the name "financial services industry." Levy traces the fate of a new vision of personal freedom, as it unfolded in the new economic reality created by the American financial system. Amid the nineteenth-century's waning faith in God's providence, Americans increasingly confronted unanticipated challenges to their independence and security in the boom and bust chance-world of capitalism. Freaks of Fortune is one of the first books to excavate the historical origins of our own financialized times and risk-defined lives.

Capitalism --- Risk --- Risk-taking (Psychology) --- Risk behavior --- Risky behavior --- Taking risks --- Human behavior --- Economics --- Uncertainty --- Probabilities --- Profit --- Risk-return relationships --- Market economy --- Capital --- History --- Sociological aspects --- United States --- Economic conditions --- Social conditions --- E-books

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'Energy Power Risk: Derivatives, Computation and Optimization' is a comprehensive guide presenting the latest mathematical and computational tools required for the quantification and management of energy power risk. Written by a practitioner with many years' experience in the field, it provides readers with valuable insights in to the latest practices and methodologies used in today's markets, showing readers how to create innovative quantitative models for energy and power risk and derivative valuation. The book begins with an introduction to the mathematics of Brownian motion and stochastic processes, covering Geometric Brownian motion, Ito's lemma, Ito's Isometry, the Ornstein Uhlenbeck process and more. It then moves on to the simulation of power prices and the valuation of energy derivatives, before considering software engineering techniques for energy risk and portfolio optimization. The book also covers additional topics including wind and solar generation, intraday storage, generation and demand optionality. Written in a highly practical manner and with example C++ and VBA code provided throughout, 'Energy Power Risk: Derivatives, Computation and Optimization' will be an essential reference for quantitative analysts, financial engineers and other practitioners in the field of energy risk management, as well as researchers and students interested in the industry and how it works.

E-books --- Power resources --- Energy --- Energy resources --- Power supply --- Natural resources --- Energy harvesting --- Energy industries --- Risk management&delete& --- Mathematical models --- Data processing --- Risk management --- Computers --- Computer science. --- Mathematical models. --- Data processing. --- General.

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Increasing use of life insurance instruments and company-sponsored funds in France suggests that French households may be inclined to a greater reliance on financial savings as a source of retirement income. This paper examines the challenges imposed by an aging population on the pay-as-you-go basic and supplementary pension systems, the growth of life insurance and company-sponsored funds in the absence of a comprehensive legislation on prefunded pensions, and issues related to prefunding pension schemes, such as the possibility of an welfare enhancing transition to prefunding; effects on capital markets in view of the experience in other OECD countries; and the importance of the transportability of pensions and measures fostering competition in financial markets.

Insurance --- Labor --- Macroeconomics --- Public Finance --- Industries: Financial Services --- Social Security and Public Pensions --- Nonwage Labor Costs and Benefits --- Private Pensions --- Insurance Companies --- Actuarial Studies --- Pension Funds --- Non-bank Financial Institutions --- Financial Instruments --- Institutional Investors --- Aggregate Factor Income Distribution --- Pensions --- Insurance & actuarial studies --- Finance --- Pension spending --- Insurance companies --- Income --- Expenditure --- Financial institutions --- National accounts --- France