Title
Die Entwicklung der Zinsstrukturkurve: Eine Analyse homogener affiner Mehrfaktormodelle auf Basis des KalmanFilters (German Edi,Used
Delivery time: 8-12 business days (International)
Product Description Christoph Mayer analysiert traditionelle einfaktorielle Modelle der Zinsstruktur ebenso wie mehrfaktorielle Erweiterungen. Er kalibriert die betrachteten Modelle auf Basis des KalmanFilters, projiziert die weitere Entwicklung der Zinsstrukturkurve und simuliert die Wertentwicklung eines Beispielportfolios aus Bundesanleihen. From the Back Cover Kenntnisse ber die Entwicklung der Zinsstze beliebiger Fristen der Zinsstrukturkurve sind essentiell fr eine Vielzahl von Anwendungen. Beispielsweise fr Fragen der Kapitalanlageprojektion, die im Asset/LiabilityManagement 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 KalmanFilters, projiziert die weitere Entwicklung der Zinsstrukturkurve und simuliert die Wertentwicklung eines Beispielportfolios aus Bundesanleihen. Die Auswertung der Resultate fhrt zu Schlssen ber die Adquanz der Modelle. About the Author Dr. Christoph Mayer promovierte bei Prof. Dr. Peter Albrecht am Lehrstuhl fr ABWL, Risikotheorie, Portfolio Management und Versicherungswirtschaft der Universitt Mannheim. Er arbeitet im Konzernrisikomanagement der EnBW Energie BadenWrttemberg AG und hat einen Lehrauftrag an der Fachhochschule Ludwigshafen.
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Shipping & Returns
Shipping
We ship your order within 2–3 business days for USA deliveries and 5–8 business days for international shipments. Once your package has been dispatched from our warehouse, you'll receive an email confirmation with a tracking number, allowing you to track the status of your delivery.
Returns
To facilitate a smooth return process, a Return Authorization (RA) Number is required for all returns. Returns without a valid RA number will be declined and may incur additional fees. You can request an RA number within 15 days of the original delivery date. For more details, please refer to our Return & Refund Policy page.
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Warranty
We provide a 2-year limited warranty, from the date of purchase for all our products.
If you believe you have received a defective product, or are experiencing any problems with your product, please contact us.
This warranty strictly does not cover damages that arose from negligence, misuse, wear and tear, or not in accordance with product instructions (dropping the product, etc.).
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Your payment information is processed securely. We do not store credit card details nor have access to your credit card information.
We accept payments with :
Visa, MasterCard, American Express, Paypal, Shopify Payments, Shop Pay and more.