Skip to main navigation Skip to main content
info(at)avldigital.remove-this.de
Deutsch English
Last searches

Results for *

Displaying results 1 to 4 of 4.

  1. Zeit - Von Dürer bis Bonvicini
    eine Bildgeschichte von Zeitbegriffen
    Author: Hug, Cathérine; Bello, Mónica; Fallet, Estelle; Huguenin-Dumittan, Régis; Leonhardt, Monika; Marielloni, Nathalie; Vivas, Sébastian
    Published: 2023
    Publisher:  Snoeck, Köln

    Location:
    Universitätsbibliothek Bielefeld
    Inter-library loan:
    Unlimited inter-library loan, copies and loan

    Location:
    Kunstakademie Düsseldorf, Bibliothek
    Inter-library loan:
    Unlimited inter-library loan, copies and loan

    Location:
    Kunst- und Museumsbibliothek der Stadt Köln
    Inter-library loan:
    Unlimited inter-library loan, copies and loan

    Location:
    Kunsthochschule für Medien, Bibliothek / Mediathek
    Inter-library loan:
    Unlimited inter-library loan, copies and loan

    Location:
    FH Münster, Hochschulbibliothek
    Inter-library loan:
    Unlimited inter-library loan, copies and loan

    Location:
    Universitäts- und Landesbibliothek Münster, Zentralbibliothek
    Inter-library loan:
    Unlimited inter-library loan, copies and loan
    Export to reference management software   RIS file
      BibTeX file
    Content information
    Source: Union catalogues
    Contributor: Teichmann, Josef (Interviewter); Nowotny, Helga (Interviewer); Elsner, Anna Magdalena (Interviewter); Zweifel, Stefan (Interviewer); Safranski, Rüdiger (Interviewter)
    Language: German
    Media type: Book
    Format: Print
    ISBN: 9783864424236; 3864424232
    Other identifier:
    9783864424236
    Subjects: Kunst; Zeit; Zeitmessung; Geschichte 1500-2022; Acconci, Vito; Spoerri, Daniel; Ai, Weiwei; Ruff, Thomas; Ray, Man; Nauman, Bruce; Kwade, Alicja; Fleury, Sylvie; Oldenburg, Claes; Zeit <Motiv>; Aufsatzsammlung
    Scope: 315 Seiten, Illustrationen, 26 cm x 21 cm
    Notes:

    Impressum: "Dieser Katalog erscheint anlässlich der Ausstellung 'Zeit - Von Dürer bis Bonvicini. Eine Bildgeschichte von Zeitbegriffen', Kunsthaus Zürich, 22. September 2023 bis 14. Januar 2024"
  2. Deep hedging: hedging derivatives under generic market frictions using reinforcement learning
    Author: Buehler, Hans; Gonon, Lukas; Teichmann, Josef; Wood, Ben; Mohan, Baranidharan; Kochems, Jonathan
    Published: 2019
    Publisher:  Swiss Finance Institute, Geneva

    This article discusses a new application of reinforcement learning: to the problem of hedging a portfolio of “over-the-counter” derivatives under under market frictions such as trading costs and liquidity constraints. It is an extended version of our... more

    Access:
    Resolving-System (kostenfrei)
    Verlag (kostenfrei)
    Verlag (kostenfrei)
    Resolving-System (kostenfrei)

    Location:
    Helmut-Schmidt-Universität, Universität der Bundeswehr Hamburg, Universitätsbibliothek
    Inter-library loan:
    No inter-library loan

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 544
    Inter-library loan:
    No inter-library loan

     

    This article discusses a new application of reinforcement learning: to the problem of hedging a portfolio of “over-the-counter” derivatives under under market frictions such as trading costs and liquidity constraints. It is an extended version of our recent work "https://www.ssrn.com/abstract=3120710" www.ssrn.com/abstract=3120710, here using notation more common in the machine learning literature.The objective is to maximize a non-linear risk-adjusted return function by trading in liquid hedging instruments such as equities or listed options. The approach presented here is the first efficient and model-independent algorithm which can be used for such problems at scale

     
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    Series: Research paper series / Swiss Finance Institute ; no 19, 80
    Swiss Finance Institute Research Paper ; No. 19-80
    Scope: 1 Online-Ressource (circa 14 Seiten), Illustrationen
  3. Deep hedging under rough volatility
    Author: Horvath, Blanka Nora; Teichmann, Josef; Zuric, Zan
    Published: 2021
    Publisher:  Swiss Finance Institute, Geneva

    We investigate the performance of the Deep Hedging framework under training paths beyond the (finite dimensional) Markovian setup. In particular we analyse the hedging performance of the original architecture under rough volatility models with view... more

    Access:
    Resolving-System (kostenfrei)
    Verlag (kostenfrei)
    Verlag (kostenfrei)

    Location:
    Helmut-Schmidt-Universität, Universität der Bundeswehr Hamburg, Universitätsbibliothek
    Inter-library loan:
    No inter-library loan

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 544
    Inter-library loan:
    No inter-library loan

     

    We investigate the performance of the Deep Hedging framework under training paths beyond the (finite dimensional) Markovian setup. In particular we analyse the hedging performance of the original architecture under rough volatility models with view to existing theoretical results for those. Furthermore, we suggest parsimonious but suitable network architectures capable of capturing the non-Markoviantity of time-series. Secondly, we analyse the hedging behaviour in these models in terms of P&L distributions and draw comparisons to jump diffusion models if the the rebalancing frequency is realistically small

     
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    Series: Research paper series / Swiss Finance Institute ; no 21, 88
    Subjects: Imperfect Hedging; Derivatives Pricing; Derivatives Hedging; Deep Learning; Rough Volatility
    Scope: 1 Online-Ressource (circa 27 Seiten), Illustrationen
  4. Zeit - von Dürer bis Bonvicini
    eine Bildgeschichte von Zeitbegriffen
    Author: Bello, Mónica; Elsner, Anna Magdalena; Fallet, Estelle; Huguenin-Dumittan, Régis; Leonhardt, Monika; Marielloni, Nathalie; Nowotny, Helga; Safranski, Rüdiger; Teichmann, Josef; Vivas, Sébastian; Zweifel, Stefan
    Published: [2023]; © 2023
    Publisher:  Snoeck, Köln ; Kunsthaus Zürich, [Zürich]

    Location:
    Hochschule für Bildende Künste Braunschweig, Bibliothek
    Signature:
    K 6.25 Zei 6
    Inter-library loan:
    Unlimited inter-library loan, copies and loan

    Location:
    Bibliothek der Pädagogischen Hochschule Freiburg/Breisgau
    Signature:
    LH 65020 H891
    Inter-library loan:
    Unlimited inter-library loan, copies and loan

    Location:
    Universitätsbibliothek Freiburg
    Signature:
    TX 2024/131
    Inter-library loan:
    Unlimited inter-library loan, copies and loan

    Location:
    Niedersächsische Staats- und Universitätsbibliothek Göttingen
    Signature:
    WDc 8055
    Inter-library loan:
    No inter-library loan

    Location:
    Staats- und Universitätsbibliothek Hamburg Carl von Ossietzky
    Signature:
    ND 6970 H891
    Inter-library loan:
    No inter-library loan

    Location:
    Universitätsbibliothek Heidelberg
    Signature:
    2023 A 9162
    Inter-library loan:
    Unlimited inter-library loan, copies and loan

    Location:
    Badische Landesbibliothek
    Inter-library loan:
    Unlimited inter-library loan, copies and loan

    Location:
    Diözesanbibliothek Münster
    Signature:
    SLG 33008
    Inter-library loan:
    Unlimited inter-library loan, copies and loan

    Location:
    Germanisches Nationalmuseum, Bibliothek
    Inter-library loan:
    No loan of volumes, only paper copies will be sent

    Location:
    Universitätsbibliothek Osnabrück
    Signature:
    KFG Z 2534-900 5
    Inter-library loan:
    Unlimited inter-library loan, copies and loan

    Location:
    Saarländische Universitäts- und Landesbibliothek
    Signature:
    4 2024-355
    Inter-library loan:
    Unlimited inter-library loan, copies and loan

    Location:
    Stiftung Saarländischer Kulturbesitz, Bibliothek
    Signature:
    Mtv Zeit 2023/1
    Inter-library loan:
    No inter-library loan

    Location:
    Landesmuseum Württemberg, Bibliothek
    Inter-library loan:
    No loan of volumes, only paper copies will be sent

    Location:
    UB Weimar
    Signature:
    Ig 4821/31
    Inter-library loan:
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Content information
    Source: Union catalogues
    Contributor: Hug, Cathérine (HerausgeberIn, VerfasserIn)
    Language: German
    Media type: Book
    Format: Print
    ISBN: 9783864424236
    Other identifier:
    9783864424236
    RVK Categories: LH 65020 ; ND 6970
    Subjects: Kunst; Zeit; Zeitmessung; Geschichte 1500-2022; ; Zeit <Motiv>; Kunst; Installation <Kunst>;
    Scope: 315 Seiten, Illustrationen, 27 cm x 22 cm
    Notes:

    Dieser Katalog erscheint anlässlich der Ausstellung "Zeit - Von Dürer bis Bonvicini : eine Bildgeschichte von Zeitbegriffen", Kunsthaus Zürich, 22. September 2023 bis 14. Januar 2024