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ISBN: 383498244X Year: 2009 Publisher: Wiesbaden : Gabler Verlag : Imprint: Gabler Verlag,
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Kenntnisse über die Entwicklung der Zinssätze beliebiger Fristen der Zinsstrukturkurve sind essentiell für eine Vielzahl von Anwendungen. Beispielsweise für Fragen der Kapitalanlageprojektion, die im Asset/Liability-Management und im Rahmen der Gesamtunternehmenssteuerung von Relevanz sind, ist die Modellierung und Projektion der Wertentwicklung des Zinstitelbestands die zentrale Problemstellung. Christoph Mayer analysiert traditionelle einfaktorielle Modelle der Zinsstruktur ebenso wie mehrfaktorielle Erweiterungen. Er kalibriert die betrachteten Modelle auf Basis des Kalman-Filters, projiziert die weitere Entwicklung der Zinsstrukturkurve und simuliert die Wertentwicklung eines Beispielportfolios aus Bundesanleihen. Die Auswertung der Resultate führt zu Schlüssen über die Adäquanz der Modelle.
Public finance. --- Finance. --- Public Economics. --- Finance, general.
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ISBN: 352781809X Year: 2018 Publisher: Weinheim : WILEY-VCH Verlag GmbH & Co. KGaA,
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Year: 1996 Publisher: Bremerhaven Alfred-Wegener-Institut für Polar- und Meeresforschung
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ISBN: 1000025626 3866448074 Year: 2012 Publisher: KIT Scientific Publishing
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This work addresses the integration of today's infrastructure-based networks with infrastructure-less networks. The resulting Hybrid Routing System allows for communication over both network types and can help to overcome cost, communication, and overload problems. Mobility aspect resulting from infrastructure-less networks are analyzed and analytical models developed. For development and deployment of the Hybrid Routing System an overlay-based framework is presented.
Mobility Modeling --- Mobile Networks --- Overlay Networks --- Hybrid Routing --- Delay Tolerant Networks
Book
ISBN: 9783631625873 Year: 2012 Publisher: Frankfurt am Main Lang
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Year: 2021 Publisher: Ahrensburg : tredition Verlag,
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ISBN: 3825358046 9783825358044 Year: 2011 Publisher: Heidelberg: Universitätsverlag Winter,
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Place (Philosophy) --- Space (Architecture) --- Space in literature --- Public spaces --- Areaways
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ISBN: 3825353567 9783825353568 Year: 2007 Publisher: Heidelberg: Winter,
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ISBN: 9783631541272 Year: 2009 Publisher: Frankfurt am Main [etc.] Peter Lang
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