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Intelligent Technologies and Robotics (R0)

Andrii Semenov

Iryna Yepifanova

Jana Kajanová

Data-Centric Business and Applications

Modern Trends in Financial and Innovation Data Processes 2025. Volume 1

&lt;p&gt;.- Innovative Potential in Ensuring Sustainable Development of the Enterprise.- RWA Tokenization Mechanisms as a Tool for Sustainable Economic Development of Local Hromadas in Ukraine.- Methodology for Assessing the State of Business Processes in Terms of Their Impact on the Economic Security of the Enterprise.- The Strategic Potential of Renewable Energy Microgrids: Global Transformations and Determinants of Sustainable Development, etc.&lt;/p&gt;

Springer Texts in Business and Economics

This textbook rethinks derivatives in a structured manner. This is done from the perspective of financial modeling, whereby the central issues from the financial economy are holistically mapped and resolved with the help of Microsoft Excel. The guideline of the book is an integrated case study, which is divided into two parts. The first part deals with the basics and the valuation of options and futures. In the second part, the individual option strategies are examined step by step in separate course units. The analysis ends – figuratively speaking – in a cockpit of sorts, where the reader controls the possible strategies in Excel. The book is aimed at students of business administration with a focus on finance.

Options and Futures

Derivatives

This book explores the emerging paradigm of Smart Digital Cities, where digital infrastructure and intelligent technologies converge to transform urban environments. It presents a structured and practice-oriented framework that addresses the evolution of smart city concepts, the integration of next-generation technologies such as AIoT, GPT, and AGI, and the design of scalable, multi-layered urban solutions. Organized into three parts-foundations, applications, and future outlook-it introduces core theories, cross-sector use cases, and forward-looking strategies including cloud-edge-device collaboration, data-driven decision-making, and industrial-urban integration. Illustrated with system models, architecture diagrams, and real-world case studies, the book emphasizes practical innovations while offering strategic insights for policy and technology development. It is a valuable resource for researchers, engineers, planners, and graduate students engaged in smart city design, digital transformation, and sustainable urban development.

This book explores the emerging paradigm of Smart Digital Cities, where digital infrastructure and intelligent technologies converge to transform urban environments. It presents a structured and practice-oriented framework that addresses the evolution of smart city concepts, the integration of next-generation technologies such as AIoT, GPT, and AGI, and the design of scalable, multi-layered urban solutions. Organized into three parts—foundations, applications, and future outlook—it introduces core theories, cross-sector use cases, and forward-looking strategies including cloud-edge-device collaboration, data-driven decision-making, and industrial-urban integration. Illustrated with system models, architecture diagrams, and real-world case studies, the book emphasizes practical innovations while offering strategic insights for policy and technology development. It is a valuable resource for researchers, engineers, planners, and graduate students engaged in smart city design, digital transformation, and sustainable urban development.

Innovative Design Practices and Future Exploration of New-Type Smart Cities

Smart and Digital Cities

Finance for Professionals

Callable mortgage bonds are utilized by individuals and companies to finance the purchase of real estate, and this asset class therefore plays a crucial role in modern society. Callable mortgage bonds constitute an enormous asset class and often offer long-term stable investments that are very attractive for pension funds. 
 
This book focuses on the pricing and calculation of risk numbers of callable fixed-rate mortgage bonds. Owing to the, from a financial perspective, irrational behaviour of borrowers, the pricing of these instruments usually requires the use of numerical solutions. Traditionally, it has been either a Monte Carlo simulation or a Finite Difference method. This book covers both methods and, in addition, the relatively new Fourier technique. This latter technique also creates a link between the interest rate derivatives market and the market for callable mortgage bonds. Finally, a chapter presenting a model for the valuation of a mortgage credit institute’s loan book is included.

Numerical Methods and Valuation Models for Pricing and Risk Analysis

Callable Mortgage Bonds

Derivatives: Mathematical Foundations for Finance Students is written for students of finance and actuarial science who want to understand derivatives not just as formulas but as ideas that make sense. The goal is to build the mathematical foundations up step by step - starting from the familiar territory of first-year undergraduate probability and statistics and moving all the way to stochastic calculus and the principles of risk-neutral pricing, which form the heart of modern financial mathematics.This text will enable the reader to:¿ understand models of asset price behavior and apply stochastic calculus ¿ use stochastic simulations in R to investigate processes and price options ¿ price options with the binomial model ¿ derive solutions to the Black-Scholes equation using risk-neutral pricing ¿ price interest-rate derivatives using Black's model, short-rate models and the Heath-Jarrow-Morton (HJM) framework ¿ tackle quantitative finance exam questions.It incorporates a range of learning features to aid student understanding, including boxed examples, end-of-chapter summaries, selected questions from Society of Actuaries (US) Quantitative Finance examinations and further reading suggestions. The book is also supported by a suite of digital learning resources, including PowerPoint slides, multiple choice questions, instructor manual/advice document for lecturers and a test bank.This book will appeal to both undergraduate and postgraduate students who wish to understand the principles of stochastic calculus and option pricing.

Mathematical Foundations for Finance Students

Springer Nature Proceedings excluding Computer Science

Andres Iglesias

Jungpil Shin

Nityesh Bhatt

Amit Joshi

Proceedings of ISBM 2025, Volume 11

Information Systems for Intelligent Systems

Proceedings of ISBM 2025, Volume 4

Luís Almeida

Graça Azevedo

Elisabete Vieira

Rui Marques

The Challenges of Sustainability in Accounting, Finance and Innovation

Dieses Lehrbuch richtet sich an Studierende und Lehrende ingenieurwissenschaftlicher Studiengänge. Es stellt Möglichkeiten der didaktischen Aufbereitung komplexer Zusammenhänge der Mechanik mit digitalen Lehr- und Lernmethoden dar. Dadurch wird exemplarisch gezeigt, wie Lehre in der Technischen Mechanik und darauf aufbauenden Fächern aus Automatisierungstechnik und Maschinenbau praxisorientiert gestaltet werden kann. Als Strukturelemente werden dreidimensionale Fachwerkstäbe, Federn, Balken, Membranen und Schalen mit linearem und nichtlinearem Verhalten verwendet. Es werden statische und dynamische Lösungsalgorithmen sowie Algorithmen zur Modalanalyse schwingungsfähiger Systeme vorgestellt, die durch Formulierungen für Rand- und Koppelbedingungen und Kontakt mit Reibung komplettiert werden. Die verwendeten Beispiele bauen aufeinander auf, wobei die Analyse der mechanischen Systeme schrittweise an Komplexität gewinnt. Sämtliche Simulationen werden mit der frei verfügbaren Software SimLive des Autors durchgeführt.
&nbsp;
Der Inhalt

Digitale Lehr- und Lernmethoden
Grundlagen aus Mechanik und Simulation
Verwendete Finite-Elemente-Formulierungen
Anwendungsbeispiele aus den Bereichen Automatisierungstechnik und Maschinenbau

&nbsp;
Die Zielgruppen

Studierende und Lehrende an Hochschulen für angewandte Wissenschaften und Universitäten
Berufserfahrene Ingenieure und Ingenieurinnen
Verantwortliche im Bereich Curriculumsentwicklung

&nbsp;
Der Autor
Prof. Dr.-Ing. David Fritsche lehrt an der Fakultät Maschinen und Systeme der Hochschule Esslingen im Studiengang Automatisierungstechnik und Produktionsinformatik sowie im Studiengang Maschinenbau.

Digitale Lehr- und Lernmethoden

Mechanik mit nichtlinearen finiten Elementen

Every twenty-four hours, more than five trillion dollars in global payments-from oil shipments and commodity trades to sovereign debt coupons-must touch a handful of clearinghouses in lower Manhattan. This invisible plumbing, the legacy of Bretton Woods and the petrodollar accord, is the foundation of the modern world economy. But what appears to be a system of elegant efficiency hides a catastrophic vulnerability: the entire architecture of global commerce flows through a single, narrow American vein.
In The Dollar Fault Line, financial analyst Josh Luberisse delivers a bracing and meticulously researched warning that the world is not merely dollar-centric; it is dollar-dependent. This dependency has created a single point of failure that exposes every nation to the whims of Federal Reserve policy, the shocks of Wall Street risk appetite, and the turmoil of American domestic politics. The next great financial rupture, he argues, will not be an American export alone but a global self-inflicted wound.
Luberisse takes readers deep inside the system's plumbing, from the real-time ledgers of Fedwire and CHIPS to the off-balance-sheet alchemy of FX swaps and repos that create trillions in "synthetic dollars" beyond regulatory radar. He reveals how this centralized architecture grants Washington extraordinary geopolitical leverage-turning sanctions into a financial chokehold -while simultaneously forcing the Federal Reserve to act as the reluctant offshore lender of last resort to the entire planet.
But this elegant design is deceptively brittle. The Dollar Fault Line demonstrates how new, non-market catalysts like climate-driven insurance losses, cyber-attacks on payment rails, and legislative gridlock over the U.S. debt ceiling can trigger liquidity cascades at lightning speed. A political showdown on Capitol Hill or a ransomware attack in New Jersey is no longer a local event; it is an instant global margin call.
Tracing the urgent, yet fledgling, search for redundancy-from China's renminbi rails and Europe's digital euro to multilateral CBDC projects like mBridge -Luberisse maps the immense "transitional pain" and political hurdles that stand in the way of a safer, multipolar system.
Authoritative, urgent, and unmissable, The Dollar Fault Line is the definitive account of the dollar's precarious dominance. It reveals a system whose unrivaled influence is now matched only by its unavoidable exposure, leaving readers with the unsettling recognition that the world's financial lifeboat is tethered to a single captain whose own vessel is navigating increasingly stormy seas.

How America's Currency Became the World's Single Point of Failure

The Dollar Fault Line

Applied Quantitative Finance

“Marc Henrard has written a much needed second edition of his successful and popular multi-curve book. After a number of events, including the so-called LIBOR end hit the markets and new types of contracts with new types of rates have appeared, together with some instances of survival of the old rates, a book like this has been much needed for the quant community and beyond.”—Damiano Brigo
 , Chair of Mathematical Finance and Stochastic Analysis, Imperial College London&nbsp;
 “A decade ago, this book did not just introduce the essential multi-curve framework, it also laid its foundations with rigorous clarity, recognizing the pitfalls of simply adapting old ‘one-curve’ approaches. Now, in its vital second edition, the author delivers an even more indispensable resource, profoundly addressing the market shifts that have redefined interest rate modeling. This edition is a direct response to critical changes like BCBS-IOSCO margin requirements and, most importantly, the end of LIBOR and the benchmark transition.”—Andrea Pallavicini
 , Head of Equity, FX and Commodity Models, Intesa Sanpaolo&nbsp;
 “This is the book I would have loved to write, but now that I have it in front of me, I realize I would not have matched Marc Henrard's excellence. All the essential aspects needed to understand modern interest rate modeling theory, as well as to apply it in everyday financial practice, are clearly explained with a rigorous yet practical approach. Definitely, it is one of the books that every practitioner of quantitative finance should read and keep at hand.”—Marco Bianchetti
 , Head of Market and Counterparty Risk IMA Methodologies, Market and Financial Risk Management, Intesa Sanpaolo; Milan Adjunct Professor of Advanced Interest Rate Models and Markets, University of Bologna
 Marc Henrard
 is a Managing Partner at muRisQ Advisory. Over the last 25 years, Marc has worked in various areas of quantitative finance including risk management, trading, software development, and quantitative research. He was formerly Head of Quantitative Research at OpenGamma, Head of Interest Rate Modeling for Dexia Group, Head of Quantitative Research and Deputy Head of Interest Rate Trading at the Bank for International Settlements (BIS) and Deputy Head of Treasury Risk also at BIS. Previously, he held several academic positions in Belgium, Italy, and the UK. Marc's research focuses on interest rate modelling, risk management, and margin models. He is an expert in the multi-curve framework, the impact of collateral, benchmark transition, in depth analysis of liquid derivatives, and market infrastructure (initial margin, quantitative impacts of regulation). Marc holds a PhD in Mathematics from the University of Louvain, Belgium.

Data-Centric Business and Applications

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