Statistical Tools for Finance and Insurance

Pavel Cizek, Wolfgang Karl Härdle and Rafal Weron

in HSC Books from Hugo Steinhaus Center, Wroclaw University of Science and Technology

Abstract: 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 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.

Date: 2005
Note: Published by Springer-Verlag, Berlin
References: Add references at CitEc
Citations: View citations in EconPapers (98)

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