Statistical Tools for Finance and Insurance: Inkl. Download - Softcover

Rafal Weron

 
9783540221890: Statistical Tools for Finance and Insurance: Inkl. Download
Softcover
ISBN 10: 3540221891 ISBN 13: 9783540221890
Verlag: Springer, 2009

Inhaltsangabe

Statistical Tools in 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.

Covering topics such as heavy tailed distributions, implied trinomial trees, support vector machines, valuation of mortgage-backed securities, 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.

Written in an accessible and engaging style, this self-instructional book makes a good use of extensive examples and full explanations. The design of the text links theory and computational tools in an innovative way. All Quantlets for the calculation of examples given in the text are supported by the academic edition of XploRe and may be executed via XploRe Quantlet Server (XQS). The downloadable electronic edition of the book enables one to run, modify, and enhance all Quantlets on the spot.

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Von der hinteren Coverseite

Statistical Tools in 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.

Features of the book:

- 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 heavy tailed distributions, implied trinomial trees, pricing of CAT bonds, simulation of risk processes and ruin probability approximation

- Presents extensive examples

- The downloadable electronic edition of the book offers interactive tools

"This book presents modern tools for quantitative analysis in finance and insurance. It provides a smooth introduction into advanced techniques applicable to a wide range of practical problems. The fact that all examples can be reproduced by the XploRe Quantlet Server technique makes it a "sure buy" for both practioners and theoretical analysts." Prof. Dr. Helmut Gründl, Dr. Wolfgang Schieren Chair for Insurance and Risk Management, sponsored by Allianz AG and Stifterverband für die Deutsche Wissenschaft

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Verlag
Springer
Erscheinungsdatum
2009
Sprache
Englisch
ISBN 10 
3540221891
ISBN 13 
9783540221890
Einband
Taschenbuch
Auflage
1
Anzahl der Seiten
524
Herausgeber
Pavel Cizek, Wolfgang Härdle
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
CMN Printpool Inh. Mathis Neumann
https://www.also.com/ec/cms5/en_6000/6000/index.jsp

Friedrich-Karl-Str. 9
Hamburg
Deutschland

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Verlag: Springer, 2008
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