Statistical Tools for Finance and Insurance
Paperback Engels 2011 2e druk 9783642180613Samenvatting
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 technologyProvides the tools, instruments and (online) algorithms for recent techniques in quantitative finance and modern treatments in insurance calculationsCovers 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
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- advisering
- algemeen management
- coaching en trainen
- communicatie en media
- economie
- financieel management
- inkoop en logistiek
- internet en social media
- it-management / ict
- juridisch
- leiderschap
- marketing
- mens en maatschappij
- non-profit
- ondernemen
- organisatiekunde
- personal finance
- personeelsmanagement
- persoonlijke effectiviteit
- projectmanagement
- psychologie
- reclame en verkoop
- strategisch management
- verandermanagement
- werk en loopbaan