Statistical Tools for Finance and Insurance (2nd ed. 2011)
By: and and and
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- Synopsis
- 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 technologyProvides the tools, instruments and (online) algorithms for recent techniques in quantitative finance and modern treatments in insurance calculationsCovers 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
- Copyright:
- 2011
Book Details
- Book Quality:
- Publisher Quality
- ISBN-13:
- 9783642180620
- Related ISBNs:
- 9783642180613
- Publisher:
- Springer Berlin Heidelberg
- Date of Addition:
- 06/29/22
- Copyrighted By:
- N/A
- Adult content:
- No
- Language:
- English
- Has Image Descriptions:
- No
- Categories:
- Nonfiction, Business and Finance, Mathematics and Statistics
- Submitted By:
- Bookshare Staff
- Usage Restrictions:
- This is a copyrighted book.
- Edited by:
- Pavel Cizek
- Edited by:
- Wolfgang Karl Härdle
- Edited by:
- Rafał Weron
Reviews
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- by Wolfgang Karl Härdle
- by Rafa 322
- by Pavel Cizek
- by Weron
- in Nonfiction
- in Business and Finance
- in Mathematics and Statistics