𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Statistical Tools for Finance and Insurance

✍ Scribed by Pavel Cizek, Wolfgang Karl Härdle, Rafal Weron

Book ID
127434127
Publisher
Springer
Year
2005
Tongue
English
Weight
2 MB
Edition
1
Category
Library
ISBN-13
9783540221890

No coin nor oath required. For personal study only.

✦ 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 of quantitative finance and insurance, this book offers a unique combination of topics from which every market analyst and risk manager will benefit. Covering topics such as heavy tailed distributions, implied trinomial trees, pricing of CAT bonds, simulation of risk processes and ruin probability approximation, the book does not only offer practitioners insight into new methods for their applications, but it also gives theoreticians insight into the applicability of the stochastic technology. Additionally, the book provides the tools, instruments and (online) algorithms for recent techniques in quantitative finance and modern treatments in insurance calculations.

📜 SIMILAR VOLUMES

Foreword: Special issue on statistical m
Foreword: Special issue on statistical modeling in insurance and finance
✍ Pedro A. Morettin; Ragnar Norberg 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 48 KB 👁 3 views

This special issue of Applied Stochastic Models in Business and Industry presents the reader to some recent developments in the areas of insurance and finance and their interface. It contains five papers that, except for the first, were presented at the Fourth Brazilian Conference on Statistical Mod