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, this book offers a unique combination of topic...
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| Autors principals: | , , |
|---|---|
| Format: | Livre numérique |
| Idioma: | Anglais |
| Publicat: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
2011.
Cham : Springer Nature |
| Accés en línia: | 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, 9783642180613 • Statistical Tools for Finance and Insurance, Texte imprimé, 9783642180637 |
| LEADER | 04165nam a22003497a 4500 | ||
|---|---|---|---|
| 001 | 968485 | ||
| 008 | 110415s2011 xx ||| |||| 00| 0 eng d | ||
| 009 | PPN151591083 | ||
| 020 | |a 9783642180620 | ||
| 041 | 0 | |a eng | |
| 082 | |a 330.015195 | ||
| 084 | |a 62P05. 2010 | ||
| 100 | 1 | |a Čížek, Pavel. | |
| 245 | 1 | 0 | |a Statistical tools for finance and insurance |c edited by Pavel Cizek, Wolfgang Karl Härdle, Rafal Weron. |
| 260 | |a Berlin, Heidelberg : |b Springer Berlin Heidelberg. | ||
| 260 | |a Cham : |b Springer Nature, |c 2011. | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 505 | 0 | |a I Finance: Models for heavy-tailed asset returns (Szymon Borak, Adam Misiorek, and Rafa l Weron) -- Expected shortfall (Simon A. Broda and Marc S. Paolella) -- Modelling conditional heteroscedasticity in nonstationary series (Pavel Cížek) -- FX smile in the Heston model (Agnieszka Janek, Tino Kluge, Rafaø Weron, and Uwe Wystup) -- Pricing of Asian temperature risk (Fred Espen Benth, Wolfgang Karl Härdle, and Brenda Lopez Cabrera).- Variance swaps (Wolfgang Karl Härdle and Elena Silyakova) -- Learning machines to help predict bankruptcy (Wolfgang Karl Härdle, Linda Hoffmann, and Rouslan Moro) -- Distance matrix method for network structure analysis (Janusz Mískiewicz) -- II Insurance: Building loss models (Krzysztof Burnecki, Joanna Janczura, and Rafaø Weron) -- Ruin probability in finite time (Krzysztof Burnecki and Marek Teuerle) -- Property and casualty insurance pricing with GLMs (Jan Iwanik) -- Pricing of catastrophe bonds (Krzysztof Burnecki, Grzegorz Kukla, and David Taylor) -- Return distributions of equity-linked retirement plans (Nils Detering, Andreas Weber, and Uwe Wystup) -- Index. | |
| 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 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 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. | ||
| 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 9783642180613 | |
| 776 | 0 | |t Statistical Tools for Finance and Insurance |b Texte imprimé |z 9783642180637 | |
| 856 | 4 | |q PDF |u https://doi.org/10.1007/978-3-642-18062-0 |z Accès sur la plateforme de l'éditeur | |
| 856 | 4 | |u https://revue-sommaire.istex.fr/ark:/67375/8Q1-7314LH2M-Q |z Accès sur la plateforme Istex | |
| 856 | 4 | |5 452349901:750619929 |u https://ezproxy.univ-orleans.fr/login?url=https://dx.doi.org/10.1007/978-3-642-18062-0 |z Accès Université d'Orléans | |
| 856 | 4 | |5 180339901:753977990 |u https://ezproxy.insa-cvl.fr/login?qurl=https://dx.doi.org/10.1007/978-3-642-18062-0 |z Accès INSA CVL | |
| 997 | |0 968485 |1 Livre numérique |a Ressource numérique |b INSA |b ENSA |c 0/Bibliothèque numérique/ |c 1/Bibliothèque numérique/Autre ressource numérique/ | ||