matthias scherer (56 Ergebnisse)

Zustand: Good. 2nd Edition. Used book that is in clean, average condition without any missing pages.

Zustand: Good. Volume 165. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,900grams, ISBN:9783319334455.

hardcover. Zustand: New. 1st.

Paperback. Zustand: Brand New. 150 pages. 9.00x5.50x0.25 inches. In Stock.

original Heft, Format ca. 14,7 x 10,5 cm, 20 Seiten, einige Probenfotos. Zustand: sehr gut, wie neu Regie: Katharina Ramser. Bühne: Jeremias Böttcher. Kostüme: Franziska Ambühl. Mitwirkende: Anna Paula Muth, Gregor Schleuning, Florian Eppinger, Andrea Strube, Angelika Fornell, Paul Wenning, Marco Matthes, Katharina Müller - Theaterprogramm, Opernprogramm, Ballettprogramm, Musicalprogramm, Konzertprogramm, Theatermemorabilia, Programmhefte Sammlung, deutsche Theatergeschichte deu.

original Heft, nicht paginiert, 24 Seiten, diverse Abbildungen ( darunter Probenfotos ). Zustand: gut Fassung: Sophie Scherer. Regie: Christian von Treskow. Bühne: Jürgen Lier. Kostüme: Kristina Böcher. Musik: Bastian Wegner. Mitwirkende: Sonja Isemer, Alexander Gamnitzer, Harald Höbinger, Sanne Suckel, Mira Helene Benser, Max Radestock, u.a. - Theaterprogramm, Opernprogramm, Ballettprogramm, Musicalprogramm, Konzertprogramm, Theatermemorabilia, Programmhefte Sammlung, deutsche Theatergeschichte deu.

original Heft, nicht paginiert, 20 Seiten, diverse Abbildungen ( darunter Probenfotos ). Zustand: gut-sehr gut In der Übersetzung von Thomas Brasch. Regie: Christian von Treskow. Bühne: Jürgen Lier. Kostüme: Kristina Böcher. Musik: Bastian Wegner. Mitwirkende: Max Radestock, Anke Retzlaff, Karl-Fred Müller, Elke Richter, Enrico Petters, Petra Ehlert, Till Schmidt, Andreas Range, Frank Schilcher, Hagen Ritschel, Matthias Walter, Max Paul Pira, Paul Oldenburg - Theaterprogramm, Opernprogramm, Ballettprogramm, Musicalprogramm, Konzertprogramm, Theatermemorabilia, Programmhefte Sammlung, deutsche Theatergeschichte deu.

original Heft, nicht paginiert, 28 Seiten, diverse Probenfotos. Zustand: gut Fassung und Regie: Henriette Hörnigk. Bühne und Kostüme: Claudia Charlotte Burchard. Musik: Bernd Bradler, Martin Reik. Mitwirkende: Hagen Ritschel, Harald Höbinger, Till Schmidt, Elke Richter, Max Radestock, Karl-Fred Müller, Alexander Pensel, u.a. - Theaterprogramm, Opernprogramm, Ballettprogramm, Musicalprogramm, Konzertprogramm, Theatermemorabilia, Programmhefte Sammlung, deutsche Theatergeschichte deu.

original Heft, nicht paginiert, 24 Seiten, diverse Probenfotos. Zustand: gut Regie: Henriette Hörnigk. Bühne und Kostüme: Claudia Charlotte Burchard. Mitwirkende: Hilmar Eichhorn, Bettina Schneider, Sonja Isemer, Annemarie Brüntjen, Elke Richter, Harald Höbinger, Alexander Gamnitzer, Hagen Ritschel, Till Schmidt, u.a. - Theaterprogramm, Opernprogramm, Ballettprogramm, Musicalprogramm, Konzertprogramm, Theatermemorabilia, Programmhefte Sammlung, deutsche Theatergeschichte deu.

Zustand: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide.

Zustand: Good.

original Heft, nicht paginiert, 20 Seiten, diverse Probenfotos. Zustand: sehr gut Fassung von Henriette Hörnigk unter Mitarbeit von Sophie Scherer. Regie: Henriette Hörnigk. Bühne: Sebastian Hannak. Kostüme: Angela Baumgart. Sound: Bernd Bradler. Mitwirkende: Matthias Walter, Alexander Pensel, Ali Aykar, Martin Reik, Petra Ehlert, Jörg Simonides, Anne Lebinsky, Cynthia Cosima Erhardt, Nils Thorben Bartling, Till Schmidt, Tristan Steeg, Edda Maria Wiersch - Theaterprogramm, Opernprogramm, Ballettprogramm, Musicalprogramm, Konzertprogramm, Theatermemorabilia, Programmhefte Sammlung, deutsche Theatergeschichte deu.

original Heft, nicht paginiert, 28 Seiten, diverse Probenfotos. Zustand: gut-sehrt gut Roman von Anna Kuschnarowa. Fassung von Ronny Jakubaschk. Regie: Ronny Jakubaschk. Bühne und Kostüme: Annegret Riediger. Musik: Bastian Bandt. Mitwirkende: Paul Simon, Marie Scharf, Max Radestock, Lena Zipp, Florian Stauch, Karl-Fred Müller, Frank Schilcher - Theaterprogramm, Opernprogramm, Ballettprogramm, Musicalprogramm, Konzertprogramm, Theatermemorabilia, Programmhefte Sammlung, deutsche Theatergeschichte deu.

Zustand: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide.

Zustand: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide.

Zustand: New. pp. 312.

Zustand: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide.

Hardcover. Zustand: Brand New. 158 pages. 9.25x6.10x0.59 inches. In Stock.

Hardcover. Zustand: Used; Very Good. Dispatched, from the UK, within 48 hours of ordering. Though second-hand, the book is still in very good shape. Minimal signs of usage may include very minor creasing on the cover or on the spine. Damaged cover. The cover of is slightly damaged for instance a torn or bent corner.

Hardcover. Zustand: Used; Very Good. Dispatched, from the UK, within 48 hours of ordering. Though second-hand, the book is still in very good shape. Minimal signs of usage may include very minor creasing on the cover or on the spine.

Zustand: New. pp. xv + 397 Illus.

Zustand: Used - Very Good. VG hardback. 1st edition. A very nice tidy copy, seeming almost as-new. This is a heavy book (about 2.2kg packed); additional postage may be required Used - Very Good. VG hardback.

Hardcover. Zustand: Brand New. 449 pages. 9.50x6.25x1.25 inches. In Stock.

Taschenbuch. Zustand: Neu. Neuware -This monograph presents a time-dynamic model for multivariate claim counts in actuarial applications.Inspired by real-world claim arrivals, the model balances interesting stylized facts (such as dependence across the components, over-dispersion and the clustering of claims) with a high level of mathematical tractability (including estimation, sampling and convergence results for large portfolios) and can thus be applied in various contexts (such as risk management and pricing of (re-)insurance contracts). The authors provide a detailed analysis of the proposed probabilistic model, discussing its relation to the existing literature, its statistical properties, different estimation strategies as well as possible applications and extensions.Actuaries and researchers working in risk management and premium pricing will find this book particularly interesting. Graduate-level probability theory, stochastic analysis and statistics are required.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 172 pp. Englisch.

Taschenbuch. Zustand: Neu. Neuware -This book presents 20 peer-reviewed chapters on current aspects of derivatives markets and derivative pricing. The contributions, written by leading researchers in the field as well as experienced authors from the financial industry, present the state of the art in:¿ Modeling counterparty credit risk: credit valuation adjustment, debit valuation adjustment, funding valuation adjustment, and wrong way risk.¿ Pricing and hedging in fixed-income markets and multi-curve interest-rate modeling.¿ Recent developments concerning contingent convertible bonds, the measuring of basis spreads, and the modeling of implied correlations.The recent financial crisis has cast tremendous doubts on the classical view on derivative pricing. Now, counterparty credit risk and liquidity issues are integral aspects of a prudent valuation procedure and the reference interest rates are represented by a multitude of curves according to their different periods and maturities.A panel discussion included in the book (featuring Damiano Brigo, Christian Fries, John Hull, and Daniel Sommer) on the foundations of modeling and pricing in the presence of counterparty credit risk provides intriguing insights on the debate.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 460 pp. Englisch.

Buch. Zustand: Neu. Neuware -This monograph presents a time-dynamic model for multivariate claim counts in actuarial applications.Inspired by real-world claim arrivals, the model balances interesting stylized facts (such as dependence across the components, over-dispersion and the clustering of claims) with a high level of mathematical tractability (including estimation, sampling and convergence results for large portfolios) and can thus be applied in various contexts (such as risk management and pricing of (re-)insurance contracts). The authors provide a detailed analysis of the proposed probabilistic model, discussing its relation to the existing literature, its statistical properties, different estimation strategies as well as possible applications and extensions.Actuaries and researchers working in risk management and premium pricing will find this book particularly interesting. Graduate-level probability theory, stochastic analysis and statistics are required.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 172 pp. Englisch.

Buch. Zustand: Neu. Neuware -This book presents 20 peer-reviewed chapters on current aspects of derivatives markets and derivative pricing. The contributions, written by leading researchers in the field as well as experienced authors from the financial industry, present the state of the art in:¿ Modeling counterparty credit risk: credit valuation adjustment, debit valuation adjustment, funding valuation adjustment, and wrong way risk.¿ Pricing and hedging in fixed-income markets and multi-curve interest-rate modeling.¿ Recent developments concerning contingent convertible bonds, the measuring of basis spreads, and the modeling of implied correlations.The recent financial crisis has cast tremendous doubts on the classical view on derivative pricing. Now, counterparty credit risk and liquidity issues are integral aspects of a prudent valuation procedure and the reference interest rates are represented by a multitude of curves according to their different periods and maturities.A panel discussion included in the book (featuring Damiano Brigo, Christian Fries, John Hull, and Daniel Sommer) on the foundations of modeling and pricing in the presence of counterparty credit risk provides intriguing insights on the debate.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 460 pp. Englisch.

Taschenbuch. Zustand: Neu. Neuware -Quantitative models are omnipresent ¿but often controversially discussed¿ in todays risk management practice. New regulations, innovative ¿nancial products, and advances in valuation techniques provide a continuous ¿ow of challenging problems for ¿nancial engineers and risk managers alike. Designing a sound stochastic model requires ¿nding a careful balance between parsimonious model assumptions, mathematical viability, and interpretability of the output. Moreover, data requirements and the end-user training are to be considered as well.The KPMG Center of Excellence in Risk Management conference Risk Management Reloaded and this proceedings volume contribute to bridging the gap between academia ¿providing methodological advances¿ and practice ¿having a ¿rm understanding of the economic conditions in which a given model is used. Discussed ¿elds of application range from asset management, credit risk, and energy to risk management issues in insurance. Methodologically, dependence modeling, multiple-curve interest rate-models, and model risk are addressed. Finally, regulatory developments and possible limits of mathematical modeling are discussed.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 452 pp. Englisch.

Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - This monograph presents a time-dynamic model for multivariate claim counts in actuarial applications.Inspired by real-world claim arrivals, the model balances interesting stylized facts (such as dependence across the components, over-dispersion and the clustering of claims) with a high level of mathematical tractability (including estimation, sampling and convergence results for large portfolios) and can thus be applied in various contexts (such as risk management and pricing of (re-)insurance contracts). The authors provide a detailed analysis of the proposed probabilistic model, discussing its relation to the existing literature, its statistical properties, different estimation strategies as well as possible applications and extensions. Actuaries and researchers working in risk management and premium pricing will find this book particularly interesting. Graduate-level probability theory, stochastic analysis and statistics are required.

Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - This monograph presents a time-dynamic model for multivariate claim counts in actuarial applications.Inspired by real-world claim arrivals, the model balances interesting stylized facts (such as dependence across the components, over-dispersion and the clustering of claims) with a high level of mathematical tractability (including estimation, sampling and convergence results for large portfolios) and can thus be applied in various contexts (such as risk management and pricing of (re-)insurance contracts). The authors provide a detailed analysis of the proposed probabilistic model, discussing its relation to the existing literature, its statistical properties, different estimation strategies as well as possible applications and extensions. Actuaries and researchers working in risk management and premium pricing will find this book particularly interesting. Graduate-level probability theory, stochastic analysis and statistics are required.