Andreas Ott – författare

This book addresses a broad range of mathematical methods and their usage in a wide variety of disciplines ranging from physics, electrical engineering, chemistry, biology and computer sciences to society and economics. Papers are contributed by an international group of authors and focus on unique problems from, e.g., game theory, algebraic topology for cognitive maps, Fermat-Weber methodology, modeling and simulation in insurance sectors, forecasting thunderstorms or wind gusts, volcanic modeling, machine learning in disease monitoring, simulations in battery research and optical microresonators. This book additionally highlights some very impactful research on inverse problems and computer tomography as well as highly relevant societal topics of protests management and their mathematical formulation. This book promotes versatile mathematical methods in view of advancing applied disciplines with emphasis on mutual benefit. This book serves as a reference guide for researchers for advancing their own research. Moreover, this book serves as reference source for students of mathematics, sciences, engineering, or economics who are interested in interdisciplinary applications of mathematics.

This book addresses a broad range of mathematical methods and their usage in a wide variety of disciplines ranging from physics, electrical engineering, chemistry, biology and computer sciences to society and economics. Papers are contributed by an international group of authors and focus on unique problems from, e.g., game theory, algebraic topology for cognitive maps, Fermat-Weber methodology, modeling and simulation in insurance sectors, forecasting thunderstorms or wind gusts, volcanic modeling, machine learning in disease monitoring, simulations in battery research and optical microresonators. This book additionally highlights some very impactful research on inverse problems and computer tomography as well as highly relevant societal topics of protests management and their mathematical formulation. This book promotes versatile mathematical methods in view of advancing applied disciplines with emphasis on mutual benefit. This book serves as a reference guide for researchers for advancing their own research. Moreover, this book serves as reference source for students of mathematics, sciences, engineering, or economics who are interested in interdisciplinary applications of mathematics.

Andreas Ott entwickelt ein Konzept für die Bewertung von Derivaten bei unvollständigen und unvollkommenen Finanzmärkten unter Verwendung der wachstumsorientierten Portfolioplanung. Hierbei werden die Präferenzen anhand von Wachstumsvorgaben modelliert, eine Nutzenfunktion ist nicht erforderlich. Analog zur nutzenbasierten Bewertung wird ein wachstumsorientierter Zustandspreisvektor (bzw. ein Martingalmaß) bestimmt. Zudem können wachstumsorientierte Reservationspreise und Hedgingstrategien für eine fest vorgegebene Anzahl eines Derivats hergeleitet werden.