Автор: Duffie, Darrell Название: Dynamic asset pricing theory ISBN: 069109022X ISBN-13(EAN): 9780691090221 Издательство: Wiley Рейтинг: Цена: 11088.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Suitable for doctoral students and researchers, this book talks about the theory of asset pricing and portfolio selection in multiperiod settings under uncertainty. The asset pricing results are based on the three restrictive assumptions: absence of arbitrage, single-agent optimality, and equilibrium.
Автор: Foucault, Thierry Название: Market Liquidity: Theory, Evidence, and Policy ISBN: 0199936242 ISBN-13(EAN): 9780199936243 Издательство: Oxford Academ Рейтинг: Цена: 13147.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The way in which securities are traded is very different from the idealized picture of a frictionless and self-equilibrating market offered by the typical finance textbook. Market Liquidity offers a more accurate and authoritative take on liquidity and price discovery.
Автор: J. Fran?ois Outreville Название: Theory and Practice of Insurance ISBN: 079239996X ISBN-13(EAN): 9780792399964 Издательство: Springer Рейтинг: Цена: 29209.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Insurance is a concept, a technique, and an economic institution. The author emphasizes fundamental principles in risk and insurance, using an international frame of reference. This volume begins with an introduction to the concept of risk, then proceeds to cover insurance and its relationship to the economy;
Автор: Darrell L. Hueth; William H. Furtan Название: Economics of Agricultural Crop Insurance: Theory and Evidence ISBN: 0792394356 ISBN-13(EAN): 9780792394358 Издательство: Springer Рейтинг: Цена: 32004.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Government subsidized crop insurance has been used by a number of developed countries as a mechanism to reduce farm income instability by reducing yield risks. This book provides an in-depth analysis and evaluation of government provided crop insurance in developed countries.
Автор: F. Etienne De Vylder Название: Life Insurance Theory ISBN: 144195189X ISBN-13(EAN): 9781441951892 Издательство: Springer Рейтинг: Цена: 21655.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The whole life annuity a is the x x time-capital (1,0) + (1,1) + (1,2) + ... (**) In particular, the present value ofA 00 and a 00 is x x 0 0 2 A = ~ and a = 1 + v + v + ... In particular, the price ofA 00 and ax 00 is x 2 A = E(~) and a = E(I + v + v + ...
Автор: Marc Goovaerts; F. Etienne De Vylder; J. Haezendon Название: Insurance and Risk Theory ISBN: 902772203X ISBN-13(EAN): 9789027722034 Издательство: Springer Рейтинг: Цена: 41787.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Proceedings of the NATO Advanced Study Institute, Maratea, Italy, 15-25 July, 1985.
Автор: J. David Cummins; Richard A. Derrig Название: Classical Insurance Solvency Theory ISBN: 940107707X ISBN-13(EAN): 9789401077071 Издательство: Springer Рейтинг: Цена: 20263.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Proceedings of the First International Conference on Insurence Solvency
Автор: J. Fran?ois Outreville Название: Theory and Practice of Insurance ISBN: 1461378362 ISBN-13(EAN): 9781461378365 Издательство: Springer Рейтинг: Цена: 20962.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Insurance is a concept, a technique, and an economic institution. The author emphasizes fundamental principles in risk and insurance, using an international frame of reference. This volume begins with an introduction to the concept of risk, then proceeds to cover insurance and its relationship to the economy;
Автор: Marc Goovaerts; F. Etienne De Vylder; J. Haezendon Название: Insurance and Risk Theory ISBN: 9401085536 ISBN-13(EAN): 9789401085533 Издательство: Springer Рейтинг: Цена: 41787.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Proceedings of the NATO Advanced Study Institute, Maratea, Italy, 15-25 July, 1985.
Автор: Straub Название: Non-Life Insurance Mathematics ISBN: 3540187871 ISBN-13(EAN): 9783540187875 Издательство: Springer Рейтинг: Цена: 9357.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The book gives a comprehensive overview of modern non-life actuarial science. It starts with a verbal description (i.e. without using mathematical formulae) of
the main actuarial problems to be solved in non-life practice.
Then in an extensive second chapter all the mathematical tools needed to solve these problems are dealt with -
now in mathematical notation. The rest of the book is devoted to the exact formulation of various problems and their possible solutions. Being a good mixture of practical problems and
their actuarial solutions, the book addresses above all two types of readers: firstly students (of mathematics, probability and statistics, informatics, economics) having some mathematical
knowledge, and secondly insurance practitioners who remember mathematics only from some distance.
Prerequisites are basic calculus and probability theory.
Автор: Ohlsson Название: Non-life insurance pricing with generalized linear models ISBN: 3642107907 ISBN-13(EAN): 9783642107900 Издательство: Springer Рейтинг: Цена: 6288.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book focuses on methods based on generalized linear models (GLMs) that have been found useful in actuarial practice and provides a set of tools for a tariff analysis. It presents the basic theory of GLMs as well as useful extensions.
Автор: Joshi Название: Introduction to Mathematical Portfolio Theory ISBN: 1107042313 ISBN-13(EAN): 9781107042315 Издательство: Cambridge Academ Рейтинг: Цена: 9029.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: A concise yet comprehensive guide to the mathematics of portfolio theory from a modelling perspective, with discussion of the assumptions, limitations and implementations of the models as well as the theory underlying them. Aimed at advanced undergraduates, this book can be used for self-study or as a course text.
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