Statistical tools for finance and insurance
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...
Gardado en:
| Auteurs principaux: | , , |
|---|---|
| Formato: | Livre numérique |
| Idioma: | Anglais |
| Publicado: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
2005.
Cham : Springer Nature |
| Acceso en liña: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Nota: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Statistical Tools for Finance and Insurance, Texte imprimé, 9783540221890 • Statistical Tools for Finance and Insurance, Texte imprimé, 9783540802174 |
| LEADER | 04199nam a22003377a 4500 | ||
|---|---|---|---|
| 001 | 948138 | ||
| 008 | 080409s2005 xx ||| |||| 00| 0 eng d | ||
| 009 | PPN123085659 | ||
| 020 | |a 9783540273950 | ||
| 041 | 0 | |a eng | |
| 082 | |a 330.015195 | ||
| 100 | 1 | |a Čížek, Pavel. | |
| 245 | 1 | 0 | |a Statistical tools for finance and insurance |c by Pavel Cížek, Rafal Weron, Wolfgang Härdle. |
| 260 | |a Berlin, Heidelberg : |b Springer Berlin Heidelberg. | ||
| 260 | |a Cham : |b Springer Nature, |c 2005. | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 505 | 0 | |a Finance -- Stable Distributions -- Extreme Value Analysis and Copulas -- Tail Dependence -- Pricing of Catastrophe Bonds -- Common Functional Implied Volatility Analysis -- Implied Trinomial Trees -- Heston's Model and the Smile -- FFT-based Option Pricing -- Valuation of Mortgage Backed Securities: from Optimality to Reality -- Predicting Bankruptcy with Support Vector Machines -- Econometric and Fuzzy Modelling of Indonesian Money Demand -- Nonparametric Productivity Analysis -- Insurance -- Loss Distributions -- Modeling of the Risk Process -- Ruin Probabilities in Finite and Infinite Time -- Stable Diffusion Approximation of the Risk Process -- Risk Model of Good and Bad Periods -- Premiums in the Individual and Collective Risk Models -- Pure Risk Premiums under Deductibles -- Premiums, Investments, and Reinsurance -- General -- Working with the XQC. | |
| 506 | |a Accès en ligne pour les établissements français bénéficiaires des licences nationales | ||
| 506 | |a Accès soumis à abonnement pour tout autre établissement | ||
| 506 | |a Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. chttps://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 | ||
| 520 | |a 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 . | ||
| 700 | 1 | |a Härdle, Wolfgang Karl, |d 1953- |4 aut | |
| 700 | 1 | |a Weron, Rafał. |4 aut | |
| 776 | 0 | |t Statistical Tools for Finance and Insurance |b Texte imprimé |z 9783540221890 | |
| 776 | 0 | |t Statistical Tools for Finance and Insurance |b Texte imprimé |z 9783540802174 | |
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| 856 | 4 | |5 452349901:748045023 |u https://ezproxy.univ-orleans.fr/login?url=https://doi.org/10.1007/b139025 |z Accès Université d'Orléans | |
| 856 | 4 | |5 180339901:751496138 |u https://ezproxy.insa-cvl.fr/login?qurl=https://doi.org/10.1007/b139025 |z Accès INSA CVL | |
| 997 | |0 948138 |1 Livre numérique |a Ressource numérique |b INSA |b ENSA |c 0/Bibliothèque numérique/ |c 1/Bibliothèque numérique/Autre ressource numérique/ | ||