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Health Services --- Hospital Planning --- Models, Theoretical --- Health planning --- Hospitals --- Medical care --- Hôpitaux --- Soins médicaux --- economics --- organization & administration --- Economic aspects --- Planning --- Cost effectiveness --- Planification --- Coût-efficacité --- 658 --- -Hospitals --- -Medical care --- -#SBIB:316.334.3M50 --- #SBIB:HIVA --- Delivery of health care --- Delivery of medical care --- Health care --- Health care delivery --- Health services --- Healthcare --- Medical and health care industry --- Medical services --- Personal health services --- Public health --- Benevolent institutions --- Infirmaries --- Charities, Medical --- Health facilities --- Medical centers --- Comprehensive health planning --- Health care planning --- Health services planning --- Medical care planning --- Medical policy --- Health services administration --- Business management, administration. Commercial organization --- Organisatie van de gezondheidszorg: algemeen, beleid --- 658 Business management, administration. Commercial organization --- Hôpitaux --- Soins médicaux --- Coût-efficacité --- #SBIB:316.334.3M50 --- Models, Theoretical. --- Economic aspects. --- 658 Zaakvoering, administrat --- Zaakvoering, administrat

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RWT Award 2008! For his excellent monograph, Detlef Repplinger won the RWT Reutlinger Wirtschaftstreuhand GMBH award in June 2008. A major theme of this book is the development of a consistent unified model framework for the evaluation of bond options. In general options on zero bonds (e.g. caps) and options on coupon bearing bonds (e.g. swaptions) are linked by no-arbitrage relations through the correlation structure of interest rates. Therefore, unspanned stochastic volatility (USV) as well as Random Field (RF) models are used to model the dynamics of entire yield curves. The USV models postulate a correlation between the bond price dynamics and the subordinated stochastic volatility process, whereas Random Field models allow for a deterministic correlation structure between bond prices of different terms. Then the pricing of bond options is done either by running a Fractional Fourier Transform or by applying the Integrated Edgeworth Expansion approach. The latter is a new extension of a generalized series expansion of the (log) characteristic function, especially adapted for the computation of exercise probabilities.

Bonds --- Options (Finance) --- Prices --- Econometric models. --- Mathematical models. --- Bond issues --- Debentures --- Negotiable instruments --- Securities --- Debts, Public --- Stocks --- Investment analysis. --- Fourier transformations. --- Edgeworth expansions. --- -332.6453 --- Edgeworth series --- Expansions, Edgeworth --- Distribution (Probability theory) --- Sampling (Statistics) --- Transformations, Fourier --- Transforms, Fourier --- Fourier analysis --- Transformations (Mathematics) --- Analysis of investments --- Analysis of securities --- Security analysis --- Call options --- Calls (Finance) --- Listed options --- Options exchange --- Options market --- Options trading --- Put and call transactions --- Put options --- Puts (Finance) --- Derivative securities --- Investments --- Mathematical models --- -Electronic information resources --- E-books --- Finance. --- Macroeconomics. --- Finance, general. --- Macroeconomics/Monetary Economics//Financial Economics. --- Quantitative Finance. --- Economics --- Funding --- Funds --- Currency question --- Investment analysis --- Fourier transformations --- Edgeworth expansions --- Economics, Mathematical . --- Mathematical economics --- Econometrics --- Mathematics --- Methodology --- Social sciences --- Financial Economics. --- Macroeconomics and Monetary Economics. --- Mathematics in Business, Economics and Finance. --- Mathematics. --- -Mathematical models

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Microeconomics --- Economics --- Operational research. Game theory --- Relation between energy and economics --- Electrical engineering --- Environmental protection. Environmental technology --- energie-economie --- economie --- elektriciteit --- micro-economie --- milieuzorg --- speltheorie

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RWT Award 2008! For his excellent monograph, Detlef Repplinger won the RWT Reutlinger Wirtschaftstreuhand GMBH award in June 2008. A major theme of this book is the development of a consistent unified model framework for the evaluation of bond options. In general options on zero bonds (e.g. caps) and options on coupon bearing bonds (e.g. swaptions) are linked by no-arbitrage relations through the correlation structure of interest rates. Therefore, unspanned stochastic volatility (USV) as well as Random Field (RF) models are used to model the dynamics of entire yield curves. The USV models postulate a correlation between the bond price dynamics and the subordinated stochastic volatility process, whereas Random Field models allow for a deterministic correlation structure between bond prices of different terms. Then the pricing of bond options is done either by running a Fractional Fourier Transform or by applying the Integrated Edgeworth Expansion approach. The latter is a new extension of a generalized series expansion of the (log) characteristic function, especially adapted for the computation of exercise probabilities.

Quantitative methods (economics) --- Finance --- Economics --- Financial analysis --- economie --- financiën --- financiële analyse

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Operational research. Game theory --- System analysis --- Decision making --- Congresses --- System analysis - Congresses --- Decision making - Congresses