Search Results - subject:"Finanzmathematik"

Maih, Junior; Hashimzade, Nigar; Kirsanov, Oleg; … - 2026

Persistent link: https://www.econbiz.de/10015604809

A review of mathematical models for pricing, risk, and optimization in cryptocurrency analytics

Dote-Pardo, Jairo; Espinosa-Jaramillo, María Teresa - 2026

The rapid expansion of cryptocurrencies and decentralized finance (DeFi) has redefined global financial systems, creating new challenges in asset pricing, risk measurement, and systemic stability. This study conducts a comprehensive review of 93 peer-reviewed articles published between 2019 and...

Persistent link: https://www.econbiz.de/10015652296

Regular and urgent ordering with lateral transshipment in a distribution network with stochastic pre-ordered and peddling demands

Chalida Donjuk; Jirajat Settasuk; Po-ngarm Somkun - 2025

We propose inventory replenishment and lateral transshipment policies for a distribution network. The distribution centers place weekly regular orders and daily urgent orders to the factory. Two classes of stochastic demands, pre-ordered and peddling, cause either backlogging or lost sales when...

Persistent link: https://www.econbiz.de/10015357861

Lorentz Tranformation is necessarily mathematically linear

Perrin, Olivier - 2026

Persistent link: https://www.econbiz.de/10015605613

Management mathematics in sport-moneyball and soccer

Reade, J. James; Royle, Darren - 2025

Persistent link: https://www.econbiz.de/10015423273

Transition dynamics in heterogeneous-agent models and the distributional consequences of taxation

Gutsch, Alexandra; Schult, Christoph - 2026

We study how idiosyncratic income risk shapes the aggregate and distributional effects of labor and capital income taxation in dynamic general equilibrium models. To this end, we compare a heterogeneous-agent (HA) model with uninsurable idiosyncratic labor productivity risk and a...

Persistent link: https://www.econbiz.de/10015651001

Wirtschaftsmathematik für das Bachelor-Studium

Christiaans, Thomas; Ross, Matthias - 2026 - 4., überarbeitete Auflage

Grundlagen -- Finanzmathematik -- Lineare Algebra -- Funktionen einer Variablen -- Differentialrechnung -- Funktionen …Dieses Lehrbuch vermittelt die Grundlagen der Wirtschafts- und Finanzmathematik mit vielen praktischen Anwendungen und … Finanzmathematik Lineare Algebra Funktionen einer Variablen Differentialrechnung Funktionen mehrerer Variablen Ergänzungen (Logik …

Persistent link: https://www.econbiz.de/10015625752

Exposing gender bias in the mathematics and operational research professions

Tako, Antuela A.; Constantinescu, Corina - 2025

Persistent link: https://www.econbiz.de/10015423316

Numerical calculation of finite-time ruin probabilities in the dual risk model

Cardoso, Rui M. R.; Melo, Andressa C. O. - 2025

In the dual risk model, while the ultimate ruin probability has an exact and straightforward formula, the mathematics becomes significantly more complex when considering a finite time horizon, and the literature on this topic is scarce. As a result, there is a need for numerical approximations....

Persistent link: https://www.econbiz.de/10015467466

Domain knowledge preservation in financial machine learning : evidence from autocallable note pricing

Ahnouch, Mohammed; Elaachak, Lotfi; Le Saout, Erwan - 2025

Machine learning applications in finance commonly employ feature decorrelation techniques developed for generic statistical problems. We investigate whether this practice appropriately addresses the unique characteristics of financial data, where correlations often encode fundamental economic...

Persistent link: https://www.econbiz.de/10015436793