Statistical Tools for Finance and Insurance
- Publisher's listprice EUR 106.99
-
44 374 Ft (42 261 Ft + 5% VAT)
The price is estimated because at the time of ordering we do not know what conversion rates will apply to HUF / product currency when the book arrives. In case HUF is weaker, the price increases slightly, in case HUF is stronger, the price goes lower slightly.
- Discount 20% (cc. 8 875 Ft off)
- Discounted price 35 499 Ft (33 809 Ft + 5% VAT)
Subcribe now and take benefit of a favourable price.
Subscribe
44 374 Ft
Availability
printed on demand
Why don't you give exact delivery time?
Delivery time is estimated on our previous experiences. We give estimations only, because we order from outside Hungary, and the delivery time mainly depends on how quickly the publisher supplies the book. Faster or slower deliveries both happen, but we do our best to supply as quickly as possible.
Product details:
- Edition number 2
- Publisher Springer Berlin Heidelberg
- Date of Publication 23 March 2011
- Number of Volumes 1 pieces, Book
- ISBN 9783642180613
- Binding Paperback
- No. of pages420 pages
- Size 235x155 mm
- Weight 646 g
- Language English
- Illustrations IV, 420 p. 8 illus. in color. Illustrations, color 0
Categories
Long 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
Table of Contents:
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 Ci?z?ek).- FX smile in the Heston model (Agnieszka Janek, Tino Kluge, Rafa
More
Brain Benders for Beginners
4 203 HUF
3 867 HUF
Elements Old and New: Discoveries, Developments, Challenges, and Environmental Implications
56 135 HUF
50 522 HUF
Measuring Tourism Performance: Volume 1
9 072 HUF
8 165 HUF
