Christoph Winter

Constanze Stuhr

Dipl.-Kfm. Dieter Jacob

Die Autoren erklären in diesem Praxisbuch anschaulich die strategisch möglichen Ausrichtungen eines Unternehmens und deren Verknüpfung zur Kalkulation. Den Kern des Buches bildet die Kalkulation in den wichtigsten Bausparten (u. a. Hochbau, Straßenbau, Brücken- und Tunnelbau). Besonderheiten der Kalkulation im Auslandsbau, bei Argen, bei der Risikobewertung sowie erweiterten Bauvertragsformen wie Funktionsbau- und GMP-Verträge und Lebenszykluskosten (z. B. bei PPP) runden die Darstellung ab. Typische Kalkulationssoftware wird ebenfalls erläutert. Nach erfolgreicher Auftragserteilung geht es dann um das projekt- und unternehmensbezogene Controlling.

Strategie - Kalkulation - Controlling

Kalkulieren im Ingenieurbau

Willem Visser

Goffe Jensma

Eric Hoekstra

Alastair Walker

Wendy Vanselow

This volume contains 25 articles covering a wide array of subjects, reflecting the breadth of scholarship of one of today’s leading experts in the field of Frisian Studies. The articles, written mostly in English and German, encompass a temporal range from Old Frisian to Modern Frisian and a geographical range from West Frisian in the Netherlands to Sater and North Frisian in Germany, and include Low German. Some articles initiate new fields of enquiry, e.g. uncharted areas of dialectology, others give comprehensive reviews of certain domains, e.g. the provenance of Old Frisian law texts, while a third category focusses on specific topics ranging from phonology, grammar and etymology to aspects of Frisian literature and a medieval Frisian ballad.

A Journey along the North Sea Coast. Frisian studies in honour of Jarich Hoekstra

From West to North Frisia

Norbert Hilber

Oleg Reichmann

Christoph Schwab

Many mathematical assumptions on which classical derivative pricing methods are based have come under scrutiny in recent years. The present volume offers an introduction to deterministic algorithms for the fast and accurate pricing of derivative contracts in modern finance. This unified, non-Monte-Carlo computational pricing methodology is capable of handling rather general classes of stochastic market models with jumps, including, in particular, all currently used Lévy and stochastic volatility models. It allows us e.g. to quantify model risk in computed prices on plain vanilla, as well as on various types of exotic contracts. The algorithms are developed in classical Black-Scholes markets, and then extended to market models based on multiscale stochastic volatility, to Lévy, additive and certain classes of Feller processes. This book is intended for graduate students and researchers, as well as for practitioners in the fields of quantitative finance and applied and computational mathematics with a solid background in mathematics, statistics or economics.​

Finite Element Methods for Derivative Pricing

Computational Methods for Quantitative Finance

Christoph Winter

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