The Importance of Interest Rate Modelling in Theory and Practice. .
Marcus Schulmerich received his doctoral degree with Prof. Ulrich Hommel, Ph.D., Endowed Chair of Corporate Finance and Capital Markets at the ebs Business School in Wiesbaden, Germany. He is a Mathematician by training, focusing on Financial Engineering, and earned his MBA from the M.I.T. Sloan School of Management in Cambridge, MA / USA. Dr. Schulmerich works as a Product Specialist for quantitative equity and hedge fund strategies with State Street Global Advisors (SSgA) in Munich, Germany, covering the complete EMEA region (Europe, Middle East and Africa). He is a frequent guest lecturer at the ebs and other universities for courses in "Financial Engineering", "Risk Management" and "Derivatives" and publishes regularly on Finance and Asset Management in newspapers, magazines and books.
Real Options in Theory and Practice.- Stochastic Models for the Term Structure of Interest Rates.- Real Options Valuation Tools in Corporate Finance.- Analysis of Various Real Options in Simulations and Backtesting.- Summary and Outlook.
The Importance Of Interest Rat
Springer-Verlag Berlin and Heidelberg GmbH & Co. K
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Springer-verlag Berlin And Heidelberg Gmbh & Co. Kg
REAL OPTIONS VALUATION 2010/E
The Importance of Interest Rate Modelling in Theory and Practice
122 black & white tables, biography