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Statistical Tools for Finance and Insurance
Contributor(s): Cizek, Pavel (Editor), Härdle, Wolfgang Karl (Editor), Weron, Rafal (Editor)
ISBN: 3642180612     ISBN-13: 9783642180613
Publisher: Springer
OUR PRICE:   $104.49  
Product Type: Paperback - Other Formats
Published: March 2011
Qty:
Additional Information
BISAC Categories:
- Business & Economics | Statistics
- Business & Economics | Finance - General
- Business & Economics | Insurance - General
Dewey: 332.015
LCCN: 2011922138
Physical Information: 1" H x 6.1" W x 9" (1.30 lbs) 426 pages
 
Descriptions, Reviews, Etc.
Publisher Description:

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