Statistical Tools for Finance and Insurance
AbstractStatistical 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 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, support vector machines, valuation of mortgage-backed securities, 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.
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Bibliographic InfoThis book is provided by Hugo Steinhaus Center, Wroclaw University of Technology in its series HSC Books with number hsbook0501 and published in 2005.
Note: Published by Springer-Verlag, Berlin
Contact details of provider:
Postal: Wybrzeze Wyspianskiego 27, 50-370 Wroclaw
Web page: http://prac.im.pwr.wroc.pl/~hugo
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