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Statistical Tools for Finance and Insurance

Author

Listed:
  • Pavel Cizek
  • Wolfgang Karl Härdle
  • Rafal Weron
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.

Suggested Citation

  • Pavel Cizek & Wolfgang Karl Härdle & Rafal Weron, 2005. "Statistical Tools for Finance and Insurance," HSC Books, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number hsbook0501, December.
    • Handle: RePEc:wuu:hsbook:hsbook0501
    Note: Published by Springer-Verlag, Berlin
    as

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