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Modelling -- Foundation and Applications: 7th European Conference, ECMFA 2011, Birmingham, UK, June 6-9, 2011, Proceedings (Lecture Notes in Computer Science #6698)

This book constitutes the refereed proceedings of the 7th European Conference on Modelling Foundations and Applications, held in Birmingham, UK, in June 2011.The 19 revised full foundations track papers and 5 revised full applications track papers presented were carefully reviewed and selected from 61 submissions; also included are 5 workshop summaries and abstracts of 4 tutorials. The papers are organized in topical sections on model execution, model analysis, methodology, model management, model transformation, variability analysis and ADLs, and domain-specific modeling.

Modelling Foundations and Applications: 10th European Conference, ECMFA 2014, Held as Part of STAF 2014, York, UK, July 21-25, 2014. Proceedings (Lecture Notes in Computer Science #8569)

This book constitutes the proceedings of the 10th European Conference on Modelling Foundations and Applications, ECMFA 2014, held as part of STAF 2014, in York, UK, in July 2014. The 14 foundation track papers and the 3 applications track papers presented in this volume were carefully reviewed and selected from 58 submissions. They are on all aspects of MDE, including topics such as model provenance; model transformations and code generation; model synthesis; model-driven testing; formal modeling approaches; business modeling; and usability of models.

Modelling Foundations and Applications: 9th European Conference, ECMFA 2013, Montpellier, France, July 1-5, 2013, Proceedings (Lecture Notes in Computer Science #7949)

This book constitutes the proceedings of the 9th European Conference on Modelling Foundations and applications, ECMFA 2013, held in Montpellier, France, in July 2013. The 15 papers presented in this volume were carefully reviewed and selected from 51 submissions. They are on all aspects of MDE, including topics such as model querying, consistency checking, model transformation; and model-based systems engineering and domain-specific modeling.

Modelling Foundations and Applications: 11th European Conference, ECMFA 2015, Held as Part of STAF 2015, L`Aquila, Italy, July 20-24, 2015. Proceedings (Lecture Notes in Computer Science #9153)

This book constitutes the proceedings of the 11th European Conference on Modelling Foundations and Applications, ECMFA 2015, held as part of STAF 2015, in L`Aquila, Utaly, in July 2015. The 13 papers presented in this volume were carefully reviewed and selected from 54 submissions. The committee decided to accept 13 papers, 9 papers for the Foundations Track and 4 papers for the Applications Track. Papers on a wide range of MBE aspects were accepted, including topics such as aspect-oriented modeling, model management, model transformation, advanced meta-modeling, UML modeling tools, and domain-specific modeling w.r.t. energy consumption and cloud-based systems.

Modelling Foundations and Applications: 6th European Conference, ECMFA 2010, Paris, France, June 15-18, 2010, Proceedings (Lecture Notes in Computer Science #6138)

Modelling Foundations and Applications: 8th European Conference, ECMFA 2012, Kgs. Lyngby, Denmark, July 2-5, 2012, Proceedings (Lecture Notes in Computer Science #7349)

This book constitutes the refereed proceedings of the 8th European Conference on Modelling Foundations and Applications, held in Kgs. Lyngby, Denmark, in July 2012. The 20 revised full foundations track papers and 10 revised full applications track papers presented were carefully reviewed and selected from 81 submissions. Papers on all aspects of MDE were received, including topics such as architectural modelling and product lines, code generation, domain-specic modeling, metamodeling, model analysis and verication, model management, model transformation and simulation. The breadth of topics, as well as the high quality of the results presented in these accepted papers, demonstrate the maturity and vibrancy of the field.

Modelling Foundations and Applications: 12th European Conference, ECMFA 2016, Held as Part of STAF 2016, Vienna, Austria, July 6-7, 2016, Proceedings (Lecture Notes in Computer Science #9764)

This book constitutes the proceedings of the 12th European Conference on Modelling Foundations and Applications, ECMFA 2016, held as part of STAF 2016, in Vienna, Austria, in July 2016. The 16 papers presented in this volume were carefully reviewed and selected from 47 submissions. The committee decided to accept 16 papers, 12 papers for the Foundations Track and 4 papers for the Applications Track. Papers on a wide range of MBE aspects were accepted, including topics such as multi- and many models, language engineering, UML and meta-modeling, experience reports and case studies, and variability and uncertainty.

Modelling German Covered Bonds (Mathematische Optimierung und Wirtschaftsmathematik | Mathematical Optimization and Economathematics)

Manuela Spangler deals with the default risk modelling of German covered bonds (Pfandbriefe). Existing credit risk models are not suitable for this purpose as they only consider the creditworthiness of the issuer while product-specific features are not taken into account. The author develops a multi-period simulation-based Pfandbrief model which adequately accounts for the product’s most important characteristics and risks. The model provides a flexible framework for structural analyses and can be easily extended for tailor-made investigations. While the focus of the work is on the specification of the model itself, simulation results from an exemplary model calibration are also discussed.About the Author Manuela Spangler works as a quantitative risk analyst for a large asset management company and holds a PhD in mathematics from the University of Augsburg. Prior to her current position, she worked as a risk manager and financial engineer in the banking and insurance sector for various years.

Modelling in Life Insurance – A Management Perspective (EAA Series #0)

Focusing on life insurance and pensions, this book addresses various aspects of modelling in modern insurance: insurance liabilities; asset-liability management; securitization, hedging, and investment strategies. With contributions from internationally renowned academics in actuarial science, finance, and management science and key people in major life insurance and reinsurance companies, there is expert coverage of a wide range of topics, for example: models in life insurance and their roles in decision making; an account of the contemporary history of insurance and life insurance mathematics; choice, calibration, and evaluation of models; documentation and quality checks of data; new insurance regulations and accounting rules; cash flow projection models; economic scenario generators; model uncertainty and model risk; model-based decision-making at line management level; models and behaviour of stakeholders. With author profiles ranging from highly specialized model builders to decision makers at chief executive level, this book should prove a useful resource to students and academics of actuarial science as well as practitioners.

Modelling in Mathematical Programming: Methodology and Techniques (International Series in Operations Research & Management Science #298)

This book provides basic tools for learning how to model in mathematical programming, from models without much complexity to complex system models. It presents a unique methodology for the building of an integral mathematical model, as well as new techniques that help build under own criteria. It allows readers to structure models from the elements and variables to the constraints, a basic modelling guide for any system with a new scheme of variables, a classification of constraints and also a set of rules to model specifications stated as logical propositions, helping to better understand models already existing in the literature. It also presents the modelling of all possible objectives that may arise in optimization problems regarding the variables values.The book is structured to guide the reader in an orderly manner, learning of the components that the methodology establishes in an optimization problem. The system includes the elements, which are all the actors that participate in the system, decision activities that occur in the system, calculations based on the decision activities, specifications such as regulations, impositions or actions of defined value and objective criterion, which guides the resolution of the system.

Modelling in Public Health Research: How Mathematical Techniques Keep Us Healthy

This book analyses the development and use of mathematical models in public health research and policy. By introducing a life cycle metaphor, the author provides a unique perspective on how mathematical modelling techniques have increased our understanding of the governance of infectious risks in society.

Modelling Irregularly Spaced Financial Data: Theory and Practice of Dynamic Duration Models (Lecture Notes in Economics and Mathematical Systems #539)

Modelling Macroeconomic Adjustment with Growth in Developing Economies: The Case of India (Routledge Revivals)

First published in 1999, this influential volume explores Macroeconomic Adjustment with a particular focus on India. Its inspiration originated from the introduction of stabilisation and structural adjustment policies in India in 1991. Mallick examines the application of this policy package by the International Monetary Fund and the World Bank to Developing Economies. First looking at the initial conditions and generators of imbalances, the appropriate policy framework for India’s initial conditions and structural characteristics is considered. While the effectiveness of the IMF had been strongly criticised, Mallick explains how it could be used more effectively. He argues that the programs applied are often contradictory and, using India as an example, examines the effects of policy reform on its trade sector, the repercussions on the direct economy and the costs associated with such policies in restoring stability and future economic growth, with particular support for the Vector Autoregression (VAR) framework. Mallick forwards a new structural model for policy purposes, evaluated for overall performance and optimal control.

Modelling Macroeconomic Adjustment with Growth in Developing Economies: The Case of India (Routledge Revivals)

First published in 1999, this influential volume explores Macroeconomic Adjustment with a particular focus on India. Its inspiration originated from the introduction of stabilisation and structural adjustment policies in India in 1991. Mallick examines the application of this policy package by the International Monetary Fund and the World Bank to Developing Economies. First looking at the initial conditions and generators of imbalances, the appropriate policy framework for India’s initial conditions and structural characteristics is considered. While the effectiveness of the IMF had been strongly criticised, Mallick explains how it could be used more effectively. He argues that the programs applied are often contradictory and, using India as an example, examines the effects of policy reform on its trade sector, the repercussions on the direct economy and the costs associated with such policies in restoring stability and future economic growth, with particular support for the Vector Autoregression (VAR) framework. Mallick forwards a new structural model for policy purposes, evaluated for overall performance and optimal control.

Modelling Non-Stationary Economic Time Series: A Multivariate Approach (Palgrave Texts in Econometrics)

Co-integration, equilibrium and equilibrium correction are key concepts in modern applications of econometrics to real world problems. This book provides direction and guidance to the now vast literature facing students and graduate economists. Econometric theory is linked to practical issues such as how to identify equilibrium relationships, how to deal with structural breaks associated with regime changes and what to do when variables are of different orders of integration.

Modelling of Environmental Chemical Exposure and Risk (NATO Science Series: IV: #2)

Mathematical models are being increasingly used to estimate the concentrations of a wide range of substances in the environment for a variety of reasons, including government control and legislation, and risk and hazard estimation. Exposure assessment has to be performed for many types of substances, including pesticides, industrial chemicals, pollutants, accidental discharges, etc. The interpretation of the results of model equations should always bear in mind the purpose for which the model used was built in the first place. Further, models are always an abstraction of reality, requiring simplifying assumptions to keep the models within the restraints posed by computer performance and/or scientific knowledge. The present book treats the theme of modelling chemical exposure and risk in terms of four main topics: model characteristics, applications, comparison of estimated with measured concentrations, and modelling credibility.

Modelling Operational Risk Using Bayesian Inference

The management of operational risk in the banking industry has undergone explosive changes over the last decade due to substantial changes in the operational environment. Globalization, deregulation, the use of complex financial products, and changes in information technology have resulted in exposure to new risks which are very different from market and credit risks. In response, the Basel Committee on Banking Supervision has developed a new regulatory framework for capital measurement and standards for the banking sector. This has formally defined operational risk and introduced corresponding capital requirements.Many banks are undertaking quantitative modelling of operational risk using the Loss Distribution Approach (LDA) based on statistical quantification of the frequency and severity of operational risk losses. There are a number of unresolved methodological challenges in the LDA implementation. Overall, the area of quantitative operational risk is very new and different methods are under hot debate.This book is devoted to quantitative issues in LDA. In particular, the use of Bayesian inference is the main focus. Though it is very new in this area, the Bayesian approach is well suited for modelling operational risk, as it allows for a consistent and convenient statistical framework for quantifying the uncertainties involved. It also allows for the combination of expert opinion with historical internal and external data in estimation procedures. These are critical, especially for low-frequency/high-impact operational risks.This book is aimed at practitioners in risk management, academic researchers in financial mathematics, banking industry regulators and advanced graduate students in the area. It is a must-read for anyone who works, teaches or does research in the area of financial risk.

Modelling our Changing World (Palgrave Texts in Econometrics)

This open access book focuses on the concepts, tools and techniques needed to successfully model ever-changing time-series data. It emphasizes the need for general models to account for the complexities of the modern world and how these can be applied to a range of issues facing Earth, from modelling volcanic eruptions, carbon dioxide emissions and global temperatures, to modelling unemployment rates, wage inflation and population growth.Except where otherwise noted, this book is licensed under a Creative Commons Attribution 4.0 International License. To view a copy of this licence, visit http://creativecommons.org/licenses/by/4.0.

Modelling Pension Systems

The issue of unfunded public pension systems has moved to the centre of public debate all over the world. Unfortunately, a large part of the discussions have remained on a qualitative level. This book seeks to address this by providing detailed knowledge on modelling pension systems.

Modelling, Pricing, and Hedging Counterparty Credit Exposure: A Technical Guide (Springer Finance)

It was the end of 2005 when our employer, a major European Investment Bank, gave our team the mandate to compute in an accurate way the counterparty credit exposure arising from exotic derivatives traded by the ?rm. As often happens, - posure of products such as, for example, exotic interest-rate, or credit derivatives were modelled under conservative assumptions and credit of?cers were struggling to assess the real risk. We started with a few models written on spreadsheets, t- lored to very speci?c instruments, and soon it became clear that a more systematic approach was needed. So we wrote some tools that could be used for some classes of relatively simple products. A couple of years later we are now in the process of building a system that will be used to trade and hedge counterparty credit ex- sure in an accurate way, for all types of derivative products in all asset classes. We had to overcome problems ranging from modelling in a consistent manner different products booked in different systems and building the appropriate architecture that would allow the computation and pricing of credit exposure for all types of pr- ucts, to ?nding the appropriate management structure across Business, Risk, and IT divisions of the ?rm. In this book we describe some of our experience in modelling counterparty credit exposure, computing credit valuation adjustments, determining appropriate hedges, and building a reliable system.

Modelling Public Transport Passenger Flows in the Era of Intelligent Transport Systems: COST Action TU1004 (TransITS) (Springer Tracts on Transportation and Traffic #10)

This book shows how transit assignment models can be used to describe and predict the patterns of network patronage in public transport systems. It provides a fundamental technical tool that can be employed in the process of designing, implementing and evaluating measures and/or policies to improve the current state of transport systems within given financial, technical and social constraints. The book offers a unique methodological contribution to the field of transit assignment because, moving beyond “traditional” models, it describes more evolved variants that can reproduce:• intermodal networks with high- and low-frequency services;• realistic behavioural hypotheses underpinning route choice;• time dependency in frequency-based models; and• assumptions about the knowledge that users have of network conditionsthat are consistent with the present and future level of information that intelligent transport systems (ITS) can provide. The book also considers the practical perspective of practitioners and public transport operators who need to model and manage transit systems; for example, the role of ITS is explained with regard to their potential in data collection for modelling purposes and validation techniques, as well as with regard to the additional data on network patronage and passengers’ preferences that influences the network-management and control strategies implemented. In addition, it explains how the different aspects of network operations can be incorporated in traditional models and identifies the advantages and disadvantages of doing so. Lastly, the book provides practical information on state-of-the-art implementations of the different models and the commercial packages that are currently available for transit modelling. Showcasing original work done under the aegis of the COST Action TU1004 (TransITS), the book provides a broad readership, ranging from Master and PhD students to researchers and from policy makers to practitioners, with a comprehensive tool for understanding transit assignment models.

Modelling Reality and Personal Modelling (Contributions to Management Science)

The recent introduction of two European index options on the FTSE Eurotrack 100 and the Eurotop 100 is evidence of a demand from investors to hedge pan-European risk. The FTSE Eurotrack 100 was designed to closely resemble the longer established and widely quoted Morgan Stanley European index. The Eurotrack 100 covers a hundred companies in eleven countries in continental Europe. The index is denominated in DM and' a breakdown by value into the different countries covered is given in figure 1. Capitalisation weights for Figure 1 FT-SE Eurotrack 100 Index Norway mark Germany Italy Switzerland France Netherlands Another recently introduced European index is the Eurotop 100 index denominated in EeUs, this index contains twenty two UK companies which represent 27% by value of this index. The attraction of investments in these indices is that they provide a basis for weighted exposure to Europe, investors can then build on this 240 basis by investment in individual countries. The multinational context of the universe of shares defined by this index raises some new questions for the selection of portfolios, whether the portfolios are chosen for absolute performance or to track the index. Various possible objectives of portfolio selection will be discussed, in all cases the crucial role of the covariance matrix of returns is clear. The extra source of risk present in a multinational portfolio is the combination of country risk coupled with foreign exchange risk. Two models of the return covariance matrix are proposed and examined.

Modelling Regional Scenarios for the Enlarged Europe: European Competitiveness and Global Strategies (Advances in Spatial Science)

Tackling the question of what the European territory will look like over the next fifteen years, this volume provides quali-quantitative territorial scenarios for the enlarged Europe, under different assumptions on future globalisation strategies of BRIC (Brazil, Russia, India and China) and East and West European countries. The approach is as neutral as possible vis-à-vis the results, leading to a new forecasting model, the MASST model, built by the authors.

Modelling Single-name and Multi-name Credit Derivatives (The Wiley Finance Series #573)

Modelling Single-name and Multi-name Credit Derivatives presents an up-to-date, comprehensive, accessible and practical guide to the pricing and risk-management of credit derivatives. It is both a detailed introduction to credit derivative modelling and a reference for those who are already practitioners. This book is up-to-date as it covers many of the important developments which have occurred in the credit derivatives market in the past 4-5 years. These include the arrival of the CDS portfolio indices and all of the products based on these indices. In terms of models, this book covers the challenge of modelling single-tranche CDOs in the presence of the correlation skew, as well as the pricing and risk of more recent products such as constant maturity CDS, portfolio swaptions, CDO squareds, credit CPPI and credit CPDOs.

Modelling Single-name and Multi-name Credit Derivatives (The Wiley Finance Series #503)

Modelling Single-name and Multi-name Credit Derivatives presents an up-to-date, comprehensive, accessible and practical guide to the pricing and risk-management of credit derivatives. It is both a detailed introduction to credit derivative modelling and a reference for those who are already practitioners. This book is up-to-date as it covers many of the important developments which have occurred in the credit derivatives market in the past 4-5 years. These include the arrival of the CDS portfolio indices and all of the products based on these indices. In terms of models, this book covers the challenge of modelling single-tranche CDOs in the presence of the correlation skew, as well as the pricing and risk of more recent products such as constant maturity CDS, portfolio swaptions, CDO squareds, credit CPPI and credit CPDOs.