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Found 74 Documents (Results 1–74)

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Cottin, Claudia

Risk-adjusted discount rates and risk-neutral asset valuation. (Risikoadäquate Renditeerwartungen und risikoneutrale Kapitalanlagenbewertung.) (German. English summary) Zbl 1356.91101

Luderer, Bernd (ed.), Die Kunst des Modellierens. Mathematisch-ökonomische Modelle. Wiesbaden: Vieweg+Teubner (ISBN 978-3-8351-0212-5/hbk). Studienbücher Wirtschaftmathematik, 73-96 (2008).
MSC:  91G70
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\textit{C. Cottin}, in: Die Kunst des Modellierens. Mathematisch-ökonomische Modelle. Wiesbaden: Vieweg+Teubner. 73--96 (2008; Zbl 1356.91101)
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Schwartz, Eduardo S.; Zozaya-Gorostiza, Carlos

Evaluating investments in disruptive technologies. (English) Zbl 1051.91511

Geman, Helyette (ed.) et al., Mathematical finance - Bachelier congress 2000. Selected papers from the 1st world congress of the Bachelier Finance Society, Paris, France, June 29 – July 1, 2000. Berlin: Springer (ISBN 3-540-67781-X). Springer Finance, 463-486 (2002).
MSC:  91B28
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\textit{E. S. Schwartz} and \textit{C. Zozaya-Gorostiza}, in: Mathematical finance - Bachelier congress 2000. Selected papers from the 1st world congress of the Bachelier Finance Society, Paris, France, June 29 -- July 1, 2000. Berlin: Springer. 463--486 (2002; Zbl 1051.91511)
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Elliott, Robert J.; van der Hoek, John

Using the Hull and White two factor model in bank treasury risk management. (English) Zbl 1011.91053

Geman, Helyette (ed.) et al., Mathematical finance - Bachelier congress 2000. Selected papers from the 1st world congress of the Bachelier Finance Society, Paris, France, June 29 - July 1, 2000. Berlin: Springer. Springer Finance. 269-280 (2002).
Reviewer: Yuliya S.Mishura (Kyïv)
MSC:  91B28 91B30
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\textit{R. J. Elliott} and \textit{J. van der Hoek}, in: Mathematical finance - Bachelier congress 2000. Selected papers from the 1st world congress of the Bachelier Finance Society, Paris, France, June 29 -- July 1, 2000. Berlin: Springer. 269--280 (2002; Zbl 1011.91053)
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Kahraman, Cengiz; Ruan, Da; Tolga, Ethem

Discounted possibilistic cash flows versus probabilistic cash flows. (English) Zbl 1005.91500

Ruan, Da (ed.) et al., Intelligent techniques and soft computing in nuclear science and engineering. Proceedings of the 4th international FLINS conference, Bruges, Belgium, August 28-30, 2000. Singapore: World Scientific. 214-223 (2000).
Reviewer: Bogdan Choczewski (Kraków)
MSC:  91B28 91B30
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\textit{C. Kahraman} et al., in: Intelligent techniques and soft computing in nuclear science and engineering. Proceedings of the 4th international FLINS conference, Bruges, Belgium, August 28--30, 2000. Singapore: World Scientific. 214--223 (2000; Zbl 1005.91500)
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Padman, Rema; Roehrig, Stephen F.

A genetic programming approach for heuristic selection in constrained project scheduling. (English) Zbl 0881.90074

Barr, Richard S. (ed.) et al., Interfaces in computer science and operations research. Advances in metaheuristics, optimization, and stochastic modeling technologies. 5th INFORMS computer science technical section conference in Dallas, TX, USA, January 8-10, 1996. Dordrecht: Kluwer Academic Publishers. Oper. Res./Comput. Sci. Interfaces Ser. 7, 405-421 (1997).
MSC:  90B35 68T05
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\textit{R. Padman} and \textit{S. F. Roehrig}, in: Interfaces in computer science and operations research. Advances in metaheuristics, optimization, and stochastic modeling technologies. 5th INFORMS computer science technical section conference in Dallas, TX, USA, January 8-10, 1996. Dordrecht: Kluwer Academic Publishers. 405--421 (1997; Zbl 0881.90074)
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Zhu, Dan; Padman, Rema

A cooperative multi-agent approach to constrained project scheduling. (English) Zbl 0881.90077

Barr, Richard S. (ed.) et al., Interfaces in computer science and operations research. Advances in metaheuristics, optimization, and stochastic modeling technologies. 5th INFORMS computer science technical section conference in Dallas, TX, USA, January 8-10, 1996. Dordrecht: Kluwer Academic Publishers. Oper. Res./Comput. Sci. Interfaces Ser. 7, 367-382 (1997).
MSC:  90B35
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\textit{D. Zhu} and \textit{R. Padman}, in: Interfaces in computer science and operations research. Advances in metaheuristics, optimization, and stochastic modeling technologies. 5th INFORMS computer science technical section conference in Dallas, TX, USA, January 8-10, 1996. Dordrecht: Kluwer Academic Publishers. 367--382 (1997; Zbl 0881.90077)
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Goldberg, Samuel

Probability in social science. Seven expository units illustrating the use of probability methods and models, with exercises, and bibliographies to guide further reading in the social science and mathematics literatures. (English) Zbl 0726.90001

Mathematical Modeling (Boston, Mass.), 1. Boston, MA etc.:Birkhäuser Verlag. xii, 119 S. DM 42.00 (1983).
MSC:  90-01 60-01 91C99 90C39
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\textit{S. Goldberg}, Probability in social science. Seven expository units illustrating the use of probability methods and models, with exercises, and bibliographies to guide further reading in the social science and mathematics literatures. Boston, MA etc.: Birkhäuser Verlag (1983; Zbl 0726.90001)
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