Titlebook: Innovations in Quantitative Risk Management; TU München, Septembe Kathrin Glau,Matthias Scherer,Rudi Zagst Conference proceedings‘‘‘‘‘‘‘‘ 2

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Conference proceedings‘‘‘‘‘‘‘‘ 2015oducts, and advances in valuation techniques provide a continuous flow of challenging problems for financial engineers and risk managers alike. Designing a sound stochastic model requires finding a careful balance between parsimonious model assumptions, mathematical viability, and interpretability of t

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Reducing Surrender Incentives Through Fee Structure in Variable Annuitiespresent numerical examples that highlight the effect of a combination of surrender charges and deterministic fees in reducing the value of the surrender option and raising the optimal surrender boundary.

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A Two-Sided BNS Model for Multicurrency FX Markets We discuss FX option pricing and provide a calibration exercise, modeling two FX rates with a common currency by a bivariate model and calibrating the dependence parameters to the implied FX volatility surface.

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Uwe Gaumert,Michael Kemmer in atomic physics with a minimum amount of formulas.ComprehWritten in a clear pedagogic style, this book deals with the application of density matrix theory to atomic and molecular physics. The aim is to precisely characterize sates by a vector and to construct general formulas and proofs of genera

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