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Mathematical and Statistical Methods for Actuarial Sciences and Finance, Corazza


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Цена: 30745.00р.
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Автор: Corazza
Название:  Mathematical and Statistical Methods for Actuarial Sciences and Finance
ISBN: 9783319898230
Издательство: Springer
Классификация:


ISBN-10: 331989823X
Обложка/Формат: Hardcover
Страницы: 518
Вес: 0.96 кг.
Дата издания: 2018
Язык: English
Издание: 1st ed. 2018
Иллюстрации: 40 illustrations, color; 28 illustrations, black and white; approx. 350 p. 68 illus., 40 illus. in color.
Размер: 234 x 156 x 30
Читательская аудитория: General (us: trade)
Основная тема: Statistics for Business/Economics/Mathematical Finance/Insurance
Подзаголовок: MAF 2018
Ссылка на Издательство: Link
Рейтинг:
Поставляется из: Германии
Описание: The interaction between mathematicians, statisticians and econometricians working in actuarial sciences and finance is producing numerous meaningful scientific results. This volume introduces new ideas, in the form of four-page papers, presented at the international conference Mathematical and Statistical Methods for Actuarial Sciences and Finance (MAF), held at Universidad Carlos III de Madrid (Spain), 4th-6th April 2018. The book covers a wide variety of subjects in actuarial science and financial fields, all discussed in the context of the cooperation between the three quantitative approaches. The topics include: actuarial models; analysis of high frequency financial data; behavioural finance; carbon and green finance; credit risk methods and models; dynamic optimization in finance; financial econometrics; forecasting of dynamical actuarial and financial phenomena; fund performance evaluation; insurance portfolio risk analysis; interest rate models; longevity risk; machine learning and soft-computing in finance; management in insurance business; models and methods for financial time series analysis, models for financial derivatives; multivariate techniques for financial markets analysis; optimization in insurance; pricing; probability in actuarial sciences, insurance and finance; real world finance; risk management; solvency analysis; sovereign risk; static and dynamic portfolio selection and management; trading systems.This book is a valuable resource for academics, PhD students, practitioners, professionals and researchers, and is also of interest to other readers with quantitative background knowledge.
Дополнительное описание: 1 M. Caporin, G. Bonaccolto and S. Paterlini, Conditional Autoregressive Quantile-Located Value-at-Risk.- 2 M. Galeotti, G. Rabitti and E. Vannucci, The Rearrangement algorithm of Puccetti and R?schendorf: proving the convergence.- 3 R. Cesari and V. Mosc



Mathematical and Statistical Methods for Actuarial Sciences and Finance

Автор: Marco Corazza; Cira Perna; Marilena Sibillo; Flore
Название: Mathematical and Statistical Methods for Actuarial Sciences and Finance
ISBN: 3319502336 ISBN-13(EAN): 9783319502335
Издательство: Springer
Рейтинг:
Цена: 13974.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: This volume gathers selected peer-reviewed papers presented at the "International MAF Conference 2016 - Mathematical and Statistical Methods for Actuarial Sciences and Finance" held in Paris at the University of Paris-Dauphine from March 30 to April 1, 2016.

Mathematical and Statistical Methods for Actuarial Sciences and Finance

Автор: Marco Corazza; Claudio Pizzi
Название: Mathematical and Statistical Methods for Actuarial Sciences and Finance
ISBN: 3319378988 ISBN-13(EAN): 9783319378985
Издательство: Springer
Рейтинг:
Цена: 15372.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: The interaction between mathematicians and statisticians has been shown to be an effective approach for dealing with actuarial, insurance and financial problems, both from an academic perspective and from an operative one.

Mathematical and Statistical Methods for Actuarial Sciences and Finance

Автор: Marco Corazza; Claudio Pizzi
Название: Mathematical and Statistical Methods for Actuarial Sciences and Finance
ISBN: 3319024981 ISBN-13(EAN): 9783319024981
Издательство: Springer
Рейтинг:
Цена: 16769.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: The interaction between mathematicians and statisticians has been shown to be an effective approach for dealing with actuarial, insurance and financial problems, both from an academic perspective and from an operative one.

Actuarial Sciences and Quantitative Finance

Автор: Jaime A. Londo?o; Jos? Garrido; Monique Jeanblanc
Название: Actuarial Sciences and Quantitative Finance
ISBN: 3319665340 ISBN-13(EAN): 9783319665344
Издательство: Springer
Рейтинг:
Цена: 18167.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Developed from the Second International Congress on Actuarial Science and Quantitative Finance, this volume showcases the latest progress in all theoretical and empirical aspects of actuarial science and quantitative finance.

Predictive Modeling Applications in Actuarial Science

Автор: Frees
Название: Predictive Modeling Applications in Actuarial Science
ISBN: 1107029872 ISBN-13(EAN): 9781107029873
Издательство: Cambridge Academ
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Цена: 11246.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: This book is for actuaries and financial analysts developing their expertise in statistics and who wish to become familiar with concrete examples of predictive modeling.

Market-Consistent Actuarial Valuation

Автор: Mario V. W?thrich
Название: Market-Consistent Actuarial Valuation
ISBN: 3319466356 ISBN-13(EAN): 9783319466354
Издательство: Springer
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Цена: 6288.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание:

This is the third edition of this well-received textbook, presenting powerful methods for measuring insurance liabilities and assets in a consistent way, with detailed mathematical frameworks that lead to market-consistent values for liabilities.
Topics covered are stochastic discounting with deflators, valuation portfolio in life and non-life insurance, probability distortions, asset and liability management, financial risks, insurance technical risks, and solvency. Including updates on recent developments and regulatory changes under Solvency II, this new edition of Market-Consistent Actuarial Valuation also elaborates on different risk measures, providing a revised definition of solvency based on industry practice, and presents an adapted valuation framework which takes a dynamic view of non-life insurance reserving risk.
Mathematical and Statistical Methods for Actuarial Sciences and Finance

Автор: Cira Perna; Marilena Sibillo
Название: Mathematical and Statistical Methods for Actuarial Sciences and Finance
ISBN: 3319358561 ISBN-13(EAN): 9783319358567
Издательство: Springer
Рейтинг:
Цена: 13275.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: This volume aims to collect new ideas presented in the form of 4 page papers dedicated to mathematical and statistical methods in actuarial sciences and finance.

Reinsurance - Actuarial and Statistical Aspects

Автор: Albrecher
Название: Reinsurance - Actuarial and Statistical Aspects
ISBN: 0470772689 ISBN-13(EAN): 9780470772683
Издательство: Wiley
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Цена: 11238.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: While the literature on reinsurance is vast, there is currently no comprehensive treatment of the major actuarial and financial aspects of the subject. Many publications deal with specific aspects of the theory without putting them into a proper perspective. Reinsurance: Actuarial and Statistical Aspects treats the topic differently.


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