Statistical Tools for Finance and Insurance
Szymon Borak, Adam Misiorek, Rafał Weron (auth.), Pavel Cizek, Wolfgang Karl Härdle, Rafał Weron (eds.)Statistical Tools for Finance and Insurancepresents 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
Կատեգորիաներ:
Տարի:
2011
Հրատարակում:
2
Հրատարակչություն:
Springer-Verlag Berlin Heidelberg
Լեզու:
english
Էջեր:
420
ISBN 10:
3642180612
ISBN 13:
9783642180613
Ֆայլ:
PDF, 4.91 MB
IPFS:
,
english, 2011