Stock image for illustration purposes only - book cover, edition or condition may vary.
Statistical Tools for Finance and Insurance
. Ed(S): Cizek, Pavel; Hardle, Wolfgang Karl; Weron, Rafal
€ 120.30
FREE Delivery in Ireland
Description for Statistical Tools for Finance and Insurance
Paperback. This book presents ready-to-use solutions, theoretical developments and method construction for many practical problems in quantitative finance and insurance. It offers a unique combination of topics that will benefit every market analyst and risk manager. Editor(s): Cizek, Pavel; Hardle, Wolfgang Karl; Weron, Rafal. Num Pages: 420 pages, 8 colour illustrations. BIC Classification: KJQ; PBW. Category: (P) Professional & Vocational. Dimension: 235 x 155 x 25. Weight in Grams: 646.
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 ... Read more - Presents extensive examples
Product Details
Format
Paperback
Publication date
2011
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
420
Condition
New
Number of Pages
420
Place of Publication
Berlin, Germany
ISBN
9783642180613
SKU
V9783642180613
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About . Ed(S): Cizek, Pavel; Hardle, Wolfgang Karl; Weron, Rafal
Pavel Cížek is professor of econometrics and statistics at Tilburg University. He teaches various courses covering time-series, simulation-based, and semiparametric estimation methods. His research interests are methods of semiparametric and robust statistics and econometrics with applications primarily in microeconomics and quantitative finance. Wolfgang Karl Härdle is professor of statistics at the Humboldt-Universität zu Berlin and director of C.A.S.E. – the Centre ... Read more
Reviews for Statistical Tools for Finance and Insurance
From the reviews of the second edition: “Individual papers in this book could easily be considered for publication in many fine journals of finance … . In all the papers, the documentation is well done, with a good deal of simulation studies to exemplify the processes under consideration. I would recommend this book for the library of serious researchers ... Read more