| 000 | 03779nam a22004695i 4500 | ||
|---|---|---|---|
| 001 | 978-3-642-18062-0 | ||
| 003 | DE-He213 | ||
| 005 | 20140220083752.0 | ||
| 007 | cr nn 008mamaa | ||
| 008 | 110317s2011 gw | s |||| 0|eng d | ||
| 020 |
_a9783642180620 _9978-3-642-18062-0 |
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| 024 | 7 |
_a10.1007/978-3-642-18062-0 _2doi |
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| 050 | 4 | _aQA276-280 | |
| 072 | 7 |
_aPBT _2bicssc |
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| 072 | 7 |
_aK _2bicssc |
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| 072 | 7 |
_aBUS061000 _2bisacsh |
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| 082 | 0 | 4 |
_a330.015195 _223 |
| 100 | 1 |
_aCizek, Pavel. _eeditor. |
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| 245 | 1 | 0 |
_aStatistical Tools for Finance and Insurance _h[electronic resource] / _cedited by Pavel Cizek, Wolfgang Karl Härdle, Rafał Weron. |
| 264 | 1 |
_aBerlin, Heidelberg : _bSpringer Berlin Heidelberg, _c2011. |
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| 300 |
_aIV, 420p. 8 illus. in color. _bonline resource. |
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| 336 |
_atext _btxt _2rdacontent |
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| 337 |
_acomputer _bc _2rdamedia |
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| 338 |
_aonline resource _bcr _2rdacarrier |
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| 347 |
_atext file _bPDF _2rda |
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| 505 | 0 | _aI 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, Rafał 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 Rafał 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. | |
| 520 | _aStatistical 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 | ||
| 650 | 0 | _aStatistics. | |
| 650 | 0 | _aFinance. | |
| 650 | 0 |
_aEconomics _xStatistics. |
|
| 650 | 1 | 4 | _aStatistics. |
| 650 | 2 | 4 | _aStatistics for Business/Economics/Mathematical Finance/Insurance. |
| 650 | 2 | 4 | _aQuantitative Finance. |
| 700 | 1 |
_aHärdle, Wolfgang Karl. _eeditor. |
|
| 700 | 1 |
_aWeron, Rafał. _eeditor. |
|
| 710 | 2 | _aSpringerLink (Online service) | |
| 773 | 0 | _tSpringer eBooks | |
| 776 | 0 | 8 |
_iPrinted edition: _z9783642180613 |
| 856 | 4 | 0 | _uhttp://dx.doi.org/10.1007/978-3-642-18062-0 |
| 912 | _aZDB-2-SMA | ||
| 999 |
_c107362 _d107362 |
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