Pavel Cizek (ed.); Wolfgang Karl Härdle (ed.); Rafał Weron (ed.) Springer (2011) Saatavuus: Tilaustuote Pehmeäkantinen kirja 97,90 € |
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Statistical Tools for Finance and Insurance SpringerSivumäärä: 420 sivuaAsu: Pehmeäkantinen kirjaPainos: 2Julkaisuvuosi: 2011, 23.03.2011 (lisätietoa)Kieli: Englanti Statistical Tools for Finance and Insurance presents ready-to-use solutions, theoretical developments and method construction for many practical problems in quantitative finance and insurance. Written by practitioners and leading academics in the field, this book offers a unique combination of topics from which every market analyst and risk manager will benefit. Features of the significantly enlarged and revised second edition: - Offers insight into new methods and the applicability of the stochastic technology
- Provides the tools, instruments and (online) algorithms for recent techniques in quantitative finance and modern treatments in insurance calculations
- Covers topics such as
- expected shortfall for heavy tailed and mixture distributions* - pricing of variance swaps* - volatility smile calibration in FX markets - pricing of catastrophe bonds and temperature derivatives* - building loss models and ruin probability approximation - insurance pricing with GLM* - equity linked retirement plans*(new topics in the second edition marked with*) - Presents extensive examples
Tilaustuote | Arvioimme, että tuote lähetetään meiltä noin 4-5 viikossa
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