Gerhard Larcher – författare & böcker

Niederreiter, International Conference on Monte Carlo, Harald Niederreiter, Peter Hellekalek, Gerhard Larcher, Peter Zinterhof - Monte Carlo and Quasi-Monte Carlo Methods 1996, Häftad

Del 127 - Lecture Notes in Statistics

Monte Carlo and Quasi-Monte Carlo Methods 1996

Proceedings of a Conference at the University of Salzburg, Austria, July 9-12, 1996

AvNiederreiter,International Conference on Monte Carlom. fl.

Häftad, Engelska, 1997

548 kr

Skickas inom 10-15 vardagar

Monte Carlo methods are numerical methods based on random sampling and quasi-Monte Carlo methods are their deterministic versions. This volume contains the refereed proceedings of the Second International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing which was held at the University of Salzburg (Austria) from July 9--12, 1996. The conference was a forum for recent progress in the theory and the applications of these methods. The topics covered in this volume range from theoretical issues in Monte Carlo and simulation methods, low-discrepancy point sets and sequences, lattice rules, and pseudorandom number generation to applications such as numerical integration, numerical linear algebra, integral equations, binary search, global optimization, computational physics, mathematical finance, and computer graphics. These proceedings will be of interest to graduate students and researchers in Monte Carlo and quasi-Monte Carlo methods, to numerical analysts, and to practitioners of simulation methods.

Del 138 - Lecture Notes in Statistics

Random and Quasi-Random Point Sets

AvPeter Hellekalek,Gerhard Larcherm. fl.

Häftad, Engelska, 1998

1 089 kr

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This book sumarizes recent theoretical and practical developments. The generation and the assessment of pseudo- and quasi-random point sets is one of the basic tasks of applied mathematics and statistics, with implications for Monte Carlo methods, stochastic simulation, and applied statistics. They are also of strong theoretical interest, with applications to algebraic geometry, metric number theory, probability theory, and cryptology.

Applied Algebra and Number Theory

AvGerhard Larcher,Friedrich Pillichshammerm. fl.

Inbunden, Engelska, 2014

1 564 kr

Skickas inom 7-10 vardagar

Harald Niederreiter's pioneering research in the field of applied algebra and number theory has led to important and substantial breakthroughs in many areas. This collection of survey articles has been authored by close colleagues and leading experts to mark the occasion of his 70th birthday. The book provides a modern overview of different research areas, covering uniform distribution and quasi-Monte Carlo methods as well as finite fields and their applications, in particular, cryptography and pseudorandom number generation. Many results are published here for the first time. The book serves as a useful starting point for graduate students new to these areas or as a refresher for researchers wanting to follow recent trends.

Applied Algebra and Number Theory

AvChaoping Xing,Arne Winterhofm. fl.

E-bok

Engelska, 2014

1 832 kr

Läs direkt efter köp

Harald Niederreiter''s pioneering research in the field of applied algebra and number theory has led to important and substantial breakthroughs in many areas. This collection of survey articles has been authored by close colleagues and leading experts to mark the occasion of his 70th birthday. The book provides a modern overview of different research areas, covering uniform distribution and quasi-Monte Carlo methods as well as finite fields and their applications, in particular, cryptography and pseudorandom number generation. Many results are published here for the first time. The book serves as a useful starting point for graduate students new to these areas or as a refresher for researchers wanting to follow recent trends.

Applied Algebra and Number Theory

AvChaoping Xing,Arne Winterhofm. fl.

E-bok

PDF, Engelska, 2014

1 832 kr

Läs direkt efter köp

Harald Niederreiter''s pioneering research in the field of applied algebra and number theory has led to important and substantial breakthroughs in many areas. This collection of survey articles has been authored by close colleagues and leading experts to mark the occasion of his 70th birthday. The book provides a modern overview of different research areas, covering uniform distribution and quasi-Monte Carlo methods as well as finite fields and their applications, in particular, cryptography and pseudorandom number generation. Many results are published here for the first time. The book serves as a useful starting point for graduate students new to these areas or as a refresher for researchers wanting to follow recent trends.

Monte Carlo and Quasi-Monte Carlo Methods 1996

Proceedings of a Conference at the University of Salzburg, Austria, July 9-12, 1996

AvPeter Zinterhof,Gerhard Larcherm. fl.

E-bok

PDF, Engelska, 2012

687 kr

Läs direkt efter köp

Monte Carlo methods are numerical methods based on random sampling and quasi-Monte Carlo methods are their deterministic versions. This volume contains the refereed proceedings of the Second International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing which was held at the University of Salzburg (Austria) from July 9--12, 1996. The conference was a forum for recent progress in the theory and the applications of these methods. The topics covered in this volume range from theoretical issues in Monte Carlo and simulation methods, low-discrepancy point sets and sequences, lattice rules, and pseudorandom number generation to applications such as numerical integration, numerical linear algebra, integral equations, binary search, global optimization, computational physics, mathematical finance, and computer graphics. These proceedings will be of interest to graduate students and researchers in Monte Carlo and quasi-Monte Carlo methods, to numerical analysts, and to practitioners of simulation methods.

Random and Quasi-Random Point Sets

AvGerhard Larcher,Peter Hellekalek

E-bok

PDF, Engelska, 2012

1 367 kr

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This volume is a collection of survey papers on recent developments in the fields of quasi-Monte Carlo methods and uniform random number generation. We will cover a broad spectrum of questions, from advanced metric number theory to pricing financial derivatives. The Monte Carlo method is one of the most important tools of system modeling. Deterministic algorithms, so-called uniform random number gen erators, are used to produce the input for the model systems on computers. Such generators are assessed by theoretical ("a priori") and by empirical tests. In the a priori analysis, we study figures of merit that measure the uniformity of certain high-dimensional "random" point sets. The degree of uniformity is strongly related to the degree of correlations within the random numbers. The quasi-Monte Carlo approach aims at improving the rate of conver gence in the Monte Carlo method by number-theoretic techniques. It yields deterministic bounds for the approximation error. The main mathematical tool here are so-called low-discrepancy sequences. These "quasi-random" points are produced by deterministic algorithms and should be as "super" uniformly distributed as possible. Hence, both in uniform random number generation and in quasi-Monte Carlo methods, we study the uniformity of deterministically generated point sets in high dimensions. By a (common) abuse oflanguage, one speaks of random and quasi-random point sets. The central questions treated in this book are (i) how to generate, (ii) how to analyze, and (iii) how to apply such high-dimensional point sets.

Art of Quantitative Finance Vol. 3

Risk, Optimal Portfolios, and Case Studies

AvGerhard Larcher

Inbunden, Engelska, 2023

1 559 kr

Skickas inom 10-15 vardagar

The textbook discusses risk management in capital markets and presents various techniques of portfolio optimization. This book is the third volume of the quantitative finance trilogy by the author and builds on the theoretical groundwork introduced in the previous books.

Art of Quantitative Finance Vol. 3

Risk, Optimal Portfolios, and Case Studies

AvGerhard Larcher

E-bok

Engelska, 2023

1 879 kr

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The textbook discusses risk management in capital markets and presents various techniques of portfolio optimization. Special attention is given to risk measurement and credit risk management. Furthermore, the author discusses optimal investment problems and presents various examples. In the last section, the book includes numerous case studies based on the author’s own work as a fund manager, court-appointed expert and consultant in the field of quantitative finance. This book is the third volume of the quantitative finance trilogy by the author and builds on the theoretical groundwork introduced in the previous books. The volume presents real-life examples of the successful application of the introduced techniques and methods in financial services and capital markets.

The Art of Quantitative Finance Vol. 3 : Risk, Optimal Portfolios, and Case Studies

AvGerhard Larcher

Engelska, 2023

631 kr

Skickas inom 5-8 vardagar

Art of Quantitative Finance Vol.2

Volatilities, Stochastic Analysis and Valuation Tools

AvGerhard Larcher

Inbunden, Engelska, 2023

1 513 kr

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This textbook provides the necessary techniques from financial mathematics and stochastic analysis for the valuation of more complex financial products and strategies.

Art of Quantitative Finance Vol.2

Volatilities, Stochastic Analysis and Valuation Tools

AvGerhard Larcher

E-bok

Engelska, 2023

1 879 kr

Läs direkt efter köp

This textbook provides the necessary techniques from financial mathematics and stochastic analysis for the valuation of more complex financial products and strategies. The author discusses how to make use of mathematical methods to analyse volatilities in capital markets. Furthermore, he illustrates how to apply and extend the Black-Scholes theory to several fields in finance. In the final section of the book, the author introduces the readers to the fundamentals of stochastic analysis and presents examples of applications. This book builds on the previous volume of the author’s trilogy on quantitative finance. The aim of the second volume is to present and discuss more complex and advanced techniques of modern financial mathematics in a way that is intuitive and easy to follow. As in the previous volume, the author provides financial mathematicians with insights into practical requirements when applying financial mathematical techniques in the real world.

The Art of Quantitative Finance Vol.2 : Volatilities, Stochastic Analysis and Valuation Tools

AvGerhard Larcher

Engelska, 2023

631 kr

Skickas inom 5-8 vardagar

Art of Quantitative Finance Vol.1

Trading, Derivatives and Basic Concepts

AvGerhard Larcher

Inbunden, Engelska, 2023

1 836 kr

Skickas inom 10-15 vardagar

This textbook offers an easily understandable introduction to the fundamental concepts of financial mathematics and financial engineering.

Art of Quantitative Finance Vol.1

Trading, Derivatives and Basic Concepts

AvGerhard Larcher

E-bok

Engelska, 2023

2 351 kr

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This textbook offers an easily understandable introduction to the fundamental concepts of financial mathematics and financial engineering. The author presents and discusses the basic concepts of financial engineering and illustrates how to trade and to analyze financial products with numerous examples. Special attention is given to the valuation of basic financial derivatives. In the final section of the book, the author introduces the Wiener Stock Price Model and the basic principles of Black-Scholes theory. The book’s aim is to introduce readers to the basic techniques of modern financial mathematics in a way that is intuitive and easy to follow, and to provide financial mathematicians with insights into practical requirements when applying financial mathematical techniques in the real world.

The Art of Quantitative Finance Vol.1 : Trading, Derivatives and Basic Concepts

AvGerhard Larcher

Engelska, 2023

625 kr

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Quantitative Finance

Strategien, Investments, Analysen

AvGerhard Larcher

Inbunden, Tyska, 2020

1 406 kr

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Das Buch bietet, begleitet von umfangreicher Analyse-Software, eine sehr gut verständliche Einführung in die Grundkonzepte der Finanzmathematik und des Financial Engineerings. Einen wesentlichen Bestandteil des Buchs bilden viele Fallbeispiele aus dem Bereich "Quantitative Finance" aus meiner konkreten Tätigkeit als Fonds-Manager, Gutachter und Berater im Bereich "Quantitative Finance". Das Buch soll Praktikern auf intuitiv sehr gut nachvollziehbare Weise die Grundtechniken der modernen Finanzmathematik nahebringen und es soll Finanzmathematikern die realen Anforderungen in der konkreten Anwendung finanzmathematischer Techniken in der Realität vermitteln. Für alle Leserschichten soll das Buch - trotz Vermittlung vieler Fakten - spannend und sehr gut lesbar sein und über die Vermittlung der Grundkompetenzen hinaus immer wieder neue Einsichten und überraschende Erkenntnisse bieten.Das Buch ist mit mathematischem Wissen auf Abitur-Niveau lesbar (Abschnitte für die tieferesmathematisches Wissen nötig ist, werden explizit gekennzeichnet).

Quantitative Finance

Strategien, Investments, Analysen

AvGerhard Larcher

E-bok

PDF, Tyska, 2020

1 336 kr

Läs direkt efter köp

Das Buch bietet, begleitet von umfangreicher Analyse-Software, eine sehr gut verständliche Einführung in die Grundkonzepte der Finanzmathematik und des Financial Engineerings. Einen wesentlichen Bestandteil des Buchs bilden viele Fallbeispiele aus dem Bereich "Quantitative Finance" aus meiner konkreten Tätigkeit als Fonds-Manager, Gutachter und Berater im Bereich "Quantitative Finance". Das Buch soll Praktikern auf intuitiv sehr gut nachvollziehbare Weise die Grundtechniken der modernen Finanzmathematik nahebringen und es soll Finanzmathematikern die realen Anforderungen in der konkreten Anwendung finanzmathematischer Techniken in der Realität vermitteln. Für alle Leserschichten soll das Buch - trotz Vermittlung vieler Fakten - spannend und sehr gut lesbar sein und über die Vermittlung der Grundkompetenzen hinaus immer wieder neue Einsichten und überraschende Erkenntnisse bieten.

Das Buch ist mit mathematischem Wissen auf Abitur-Niveau lesbar (Abschnitte für die tieferesmathematisches Wissen nötig ist, werden explizit gekennzeichnet).

Die Black-Scholes-Theorie

In 100 Schritten vom Münzwurf zum Wirtschaftsnobelpreis

AvGerhard Larcher

Häftad, Tyska, 2022

680 kr

Skickas inom 10-15 vardagar

Dieses Buch führt auf allgemein verständliche und spannende, aber auch (im besten Sinn) „belehrende“ Weise in die Welt der Finanzderivate ein. In kompakter und anschaulicher Form präsentiert es ihren Handel, ihre Funktion, ihre Möglichkeiten sowie die Rolle der Finanzmathematik und Spieltheorie in diesem Zusammenhang. Gerhard Larcher orientiert sich dabei an folgenden Fragestellungen: Wie gelangten Wirtschaftswissenschaftler wie Fisher Black, Myron Scholes und Robert Merton ausgehend von einfachen spieltheoretischen Überlegungen (zum Beispiel zum Münzwurf) im Jahr 1972 schließlich zur weltberühmten Black-Scholes-Theorie, die die Finanzmärkte revolutionieren sollte, und für die im Jahr 1997 an Scholes und Merton der Nobelpreis verliehen wurde? Kann man mit der Hilfe von Derivaten eine ganz konkrete, leicht durchführbare Handelsstrategie entwerfen, mit deren Hilfe sich mit hoher Wahrscheinlichkeit überdurchschnittliche Gewinne erzielen lassen?

Die Black-Scholes-Theorie

In 100 Schritten vom Münzwurf zum Wirtschaftsnobelpreis

AvGerhard Larcher

E-bok

PDF, Tyska, 2022

698 kr

Läs direkt efter köp

Dieses Buch führt auf allgemein verständliche und spannende, aber auch (im besten Sinn) „belehrende“ Weise in die Welt der Finanzderivate ein. In kompakter und anschaulicher Form präsentiert es ihren Handel, ihre Funktion, ihre Möglichkeiten sowie die Rolle der Finanzmathematik und Spieltheorie in diesem Zusammenhang. Gerhard Larcher orientiert sich dabei an folgenden Fragestellungen: Wie gelangten Wirtschaftswissenschaftler wie Fisher Black, Myron Scholes und Robert Merton ausgehend von einfachen spieltheoretischen Überlegungen (zum Beispiel zum Münzwurf) im Jahr 1972 schließlich zur weltberühmten Black-Scholes-Theorie, die die Finanzmärkte revolutionieren sollte, und für die im Jahr 1997 an Scholes und Merton der Nobelpreis verliehen wurde? Kann man mit der Hilfe von Derivaten eine ganz konkrete, leicht durchführbare Handelsstrategie entwerfen, mit deren Hilfe sich mit hoher Wahrscheinlichkeit überdurchschnittliche Gewinne erzielen lassen?

Modernismus ALS Theologischer Historismus

Ansaetze Zu Seiner Ueberwindung Im Fruehwerk Maurice Blondels- 2., Ueberarbeitete Auflage

AvGerhard Larcher

Inbunden, Tyska, 2014

706 kr

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Gerhard Larcher – författare

Monte Carlo and Quasi-Monte Carlo Methods 1996

Random and Quasi-Random Point Sets

Applied Algebra and Number Theory

Applied Algebra and Number Theory

Applied Algebra and Number Theory

Monte Carlo and Quasi-Monte Carlo Methods 1996

Random and Quasi-Random Point Sets

Art of Quantitative Finance Vol. 3

Art of Quantitative Finance Vol. 3

The Art of Quantitative Finance Vol. 3 : Risk, Optimal Portfolios, and Case Studies

Art of Quantitative Finance Vol.2

Art of Quantitative Finance Vol.2

The Art of Quantitative Finance Vol.2 : Volatilities, Stochastic Analysis and Valuation Tools

Art of Quantitative Finance Vol.1

Art of Quantitative Finance Vol.1

The Art of Quantitative Finance Vol.1 : Trading, Derivatives and Basic Concepts

Quantitative Finance

Quantitative Finance

Die Black-Scholes-Theorie

Die Black-Scholes-Theorie

Modernismus ALS Theologischer Historismus

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