Statistical Tools for Finance and Insurance

Language: English

Published by Springer, Springer Vieweg Mär 2011, 2011

3642180612 / 9783642180613

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This item is printed on demand - Print on Demand Titel. Neuware -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 examplesSpringer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 424 pp. Englisch.

Seller Inventory # 9783642180613

Title
Statistical Tools for Finance and Insurance
Author
Pavel Cizek
Publisher
Springer, Springer Vieweg Mär 2011
Publication year
2011
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
3642180612
ISBN 13
9783642180613
Edition
2nd Edition
Item weight
639 grams
Dimensions
235x155x23 mm

buchversandmimpf2000

Emtmannsberg, BAYE, Germany

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