libcats.org
Главная

Statistical tools for finance and insurance

Обложка книги Statistical tools for finance and insurance

Statistical tools for finance and insurance

, ,

 

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.

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.

EPUB | FB2 | MOBI | TXT | RTF
* Конвертация файла может нарушить форматирование оригинала. По-возможности скачивайте файл в оригинальном формате.
Популярные книги за неделю:

Как делать литьевые формы

Автор:
Размер книги: 13.88 Mb

ВАЗ 2110i, -2111i, -2112i

Автор:
Категория: civil, civil, transport
Размер книги: 57.35 Mb

Быль-сказка о карандашах и красках

Автор:
Категория: Children
Размер книги: 5.81 Mb

Mein Kampf

Автор:
Категория: fiction
Размер книги: 701 Kb
Только что пользователи скачали эти книги:

Hoyt, Sarah A - Crawling Between Heaven and Earth

Автор:
Размер книги: 347 Kb

Смешарики - Раскраска

Автор:
Категория: house, house, child
Размер книги: 392 Kb

Enzyme catalysis in organic synthesis

Автор: , Автор:
Категория: Chem, Organic chemistry, Synthesis
Размер книги: 16.29 Mb

Havana Gold (aka Havana Yellow)

Автор:
Категория: fiction
Размер книги: 242 Kb

Catching Jordan

Автор:
Категория: fiction
Размер книги: 387 Kb

Lycan Vengeance

Автор:
Категория: fiction

Silver Sparks

Автор:
Категория: fiction
Размер книги: 696 Kb

Sprookjes

Автор:
Категория: fiction
Размер книги: 2.06 Mb

The Crime at Black Dudley

Автор:
Категория: fiction
Размер книги: 213 Kb