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Statistical Tools for Finance and Insurance
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 topic...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor Corporativo: | |
| Otros Autores: | , , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2011.
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| Edición: | 2nd ed. 2011. |
| Temas: | |
| Acceso en línea: | Texto Completo |
MARC
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| 005 | 20220112180029.0 | ||
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| 008 | 110317s2011 gw | s |||| 0|eng d | ||
| 020 | |a 9783642180620 |9 978-3-642-18062-0 | ||
| 024 | 7 | |a 10.1007/978-3-642-18062-0 |2 doi | |
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| 245 | 1 | 0 | |a Statistical Tools for Finance and Insurance |h [electronic resource] / |c edited by Pavel Cizek, Wolfgang Karl Härdle, Rafał Weron. |
| 250 | |a 2nd ed. 2011. | ||
| 264 | 1 | |a Berlin, Heidelberg : |b Springer Berlin Heidelberg : |b Imprint: Springer, |c 2011. | |
| 300 | |a IV, 420 p. 8 illus. in color. |b online resource. | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
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| 505 | 0 | |a I Finance: Models for heavy-tailed asset returns (Szymon Borak, Adam Misiorek, and Rafa l Weron) -- Expected shortfall (Simon A. Broda and Marc S. Paolella) -- Modelling conditional heteroscedasticity in nonstationary series (Pavel Cížek) -- FX smile in the Heston model (Agnieszka Janek, Tino Kluge, Rafał Weron, and Uwe Wystup) -- Pricing of Asian temperature risk (Fred Espen Benth, Wolfgang Karl Härdle, and Brenda Lopez Cabrera).- Variance swaps (Wolfgang Karl Härdle and Elena Silyakova) -- Learning machines to help predict bankruptcy (Wolfgang Karl Härdle, Linda Hoffmann, and Rouslan Moro) -- Distance matrix method for network structure analysis (Janusz Mískiewicz) -- II Insurance: Building loss models (Krzysztof Burnecki, Joanna Janczura, and Rafał Weron) -- Ruin probability in finite time (Krzysztof Burnecki and Marek Teuerle) -- Property and casualty insurance pricing with GLMs (Jan Iwanik) -- Pricing of catastrophe bonds (Krzysztof Burnecki, Grzegorz Kukla, and David Taylor) -- Return distributions of equity-linked retirement plans (Nils Detering, Andreas Weber, and Uwe Wystup) -- Index. | |
| 520 | |a 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. | ||
| 650 | 0 | |a Statistics . | |
| 650 | 0 | |a Social sciences-Mathematics. | |
| 650 | 1 | 4 | |a Statistics in Business, Management, Economics, Finance, Insurance. |
| 650 | 2 | 4 | |a Mathematics in Business, Economics and Finance. |
| 700 | 1 | |a Cizek, Pavel. |e editor. |4 edt |4 http://id.loc.gov/vocabulary/relators/edt | |
| 700 | 1 | |a Härdle, Wolfgang Karl. |e editor. |4 edt |4 http://id.loc.gov/vocabulary/relators/edt | |
| 700 | 1 | |a Weron, Rafał. |e editor. |4 edt |4 http://id.loc.gov/vocabulary/relators/edt | |
| 710 | 2 | |a SpringerLink (Online service) | |
| 773 | 0 | |t Springer Nature eBook | |
| 776 | 0 | 8 | |i Printed edition: |z 9783642180613 |
| 776 | 0 | 8 | |i Printed edition: |z 9783642180637 |
| 856 | 4 | 0 | |u https://doi.uam.elogim.com/10.1007/978-3-642-18062-0 |z Texto Completo |
| 912 | |a ZDB-2-SMA | ||
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| 950 | |a Mathematics and Statistics (SpringerNature-11649) | ||
| 950 | |a Mathematics and Statistics (R0) (SpringerNature-43713) | ||