Monte carlo methods and models in finance and insurance, Korn, Ralf Korn, Elke Kroisandt, Gerald
Автор: Shreve, Steven E. Название: Stochastic Calculus for Finance II ISBN: 0387401016 ISBN-13(EAN): 9780387401010 Издательство: Springer Рейтинг: Цена: 8384.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: "A wonderful display of the use of mathematical probability to derive a large set of results from a small set of assumptions.
Автор: Bekes, Gabor Kezdi, Gabor (university Of Michigan, Название: Data analysis for business, economics, and policy ISBN: 1108716202 ISBN-13(EAN): 9781108716208 Издательство: Cambridge Academ Рейтинг: Цена: 7918.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Equips future data analysts with the skills they need to answer questions in business, economics, and public policy. Covering methods of exploratory, predictive, and causal analysis, it includes case studies that use real-world data and related data exercises supported by code (Stata, R, Python) and data available online.
Автор: C. Gourieroux, J. Jasiak Название: Financial Econometrics: Problems, Models, and Methods ISBN: 0691242364 ISBN-13(EAN): 9780691242361 Издательство: Wiley Рейтинг: Цена: 12672.00 р. Наличие на складе: Поставка под заказ.
Описание: Financial econometrics is a great success story in economics. Econometrics uses data and statistical inference methods, together with structural and descriptive modeling, to address rigorous economic problems. Its development within the world of finance is quite recent and has been paralleled by a fast expansion of financial markets and an increasing variety and complexity of financial products.
This has fueled the demand for people with advanced econometrics skills. For professionals and advanced graduate students pursuing greater expertise in econometric modeling, this is a superb guide to the field's frontier. With the goal of providing information that is absolutely up-to-date-essential in today's rapidly evolving financial environment-Gourieroux and Jasiak focus on methods related to foregoing research and those modeling techniques that seem relevant to future advances.
They present a balanced synthesis of financial theory and statistical methodology. Recognizing that any model is necessarily a simplified image of reality and that econometric methods must be adapted and applied on a case-by-case basis, the authors employ a wide variety of data sampled at frequencies ranging from intraday to monthly. These data comprise time series representing both the European and North American markets for stocks, bonds, and foreign currencies.
Practitioners are encouraged to keep a critical eye and are armed with graphical diagnostics to eradicate misspecification errors. This authoritative, state-of-the-art reference text is ideal for upper-level graduate students, researchers, and professionals seeking to update their skills and gain greater facility in using econometric models. All will benefit from the emphasis on practical aspects of financial modeling and statistical inference.
Doctoral candidates will appreciate the inclusion of detailed mathematical derivations of the deeper results as well as the more advanced problems concerning high-frequency data and risk control. By establishing a link between practical questions and the answers provided by financial and statistical theory, the book also addresses the needs of applied researchers employed by financial institutions.
Автор: Cira Perna; Marilena Sibillo Название: Mathematical and Statistical Methods for Insurance and Finance ISBN: 8847056012 ISBN-13(EAN): 9788847056015 Издательство: Springer Рейтинг: Цена: 13275.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The interaction between mathematicians and statisticians reveals to be an effective approach to the analysis of insurance and financial problems, in particular in an operative perspective.
Suitable for statisticians, mathematicians, actuaries, and students interested in the problems of insurance and analysis of lifetimes, Statistical Methods with Applications to Demography and Life Insurance presents contemporary statistical techniques for analyzing life distributions and life insurance problems. It not only contains traditional material but also incorporates new problems and techniques not discussed in existing actuarial literature.
The book mainly focuses on the analysis of an individual life and describes statistical methods based on empirical and related processes. Coverage ranges from analyzing the tails of distributions of lifetimes to modeling population dynamics with migrations. To help readers understand the technical points, the text covers topics such as the Stieltjes, Wiener, and Itф integrals. It also introduces other themes of interest in demography, including mixtures of distributions, analysis of longevity and extreme value theory, and the age structure of a population. In addition, the author discusses net premiums for various insurance policies.
Mathematical statements are carefully and clearly formulated and proved while avoiding excessive technicalities as much as possible. The book illustrates how these statements help solve numerous statistical problems. It also includes more than 70 exercises.
Автор: Perna Cira, Sibillo Marilena Название: Mathematical and Statistical Methods for Insurance and Finance ISBN: 8847007038 ISBN-13(EAN): 9788847007031 Издательство: Springer Рейтинг: Цена: 13275.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The interaction between mathematicians and statisticians reveals to be an effective approach to the analysis of insurance and financial problems, in particular in an operative perspective. The Maf2006 conference, held at the University of Salerno in 2006, had precisely this purpose and the collection here published gathers some of the papers presented at the conference and successively worked out to this aim. They cover a wide variety of subjects in insurance and financial fields, all treated in light of the successful cooperation between the two quantitative methods.
Автор: Christophe Chorro; Dominique Gu?gan; Florian Ielpo Название: A Time Series Approach to Option Pricing ISBN: 3662450364 ISBN-13(EAN): 9783662450369 Издательство: Springer Рейтинг: Цена: 13974.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The Black Scholes framework is introduced and by underlining its shortcomings, an alternative approach is presented that has emerged over the past ten years of academic research, an approach that is much more grounded on a realistic statistical analysis of data rather than on ad hoc tractable continuous time option pricing models.
Автор: Korn, Ralf Название: Monte Carlo Methods and Models in Finance and Insurance ISBN: 1420076183 ISBN-13(EAN): 9781420076189 Издательство: Taylor&Francis Рейтинг: Цена: 22202.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book is summarizing the results of the workshop "Uniform Distribution and Quasi-Monte Carlo Methods" of the RICAM Special Semester on "Applications of Algebra and Number Theory" in October 2013. The survey articles in this book focus on number theoretic point constructions, uniform distribution theory, and quasi-Monte Carlo methods. As deterministic versions of the Monte Carlo method, quasi-Monte Carlo rules enjoy increasing popularity, with many fruitful applications in mathematical practice, as for example in finance, computer graphics, and biology. The goal of this book is to give an overview of recent developments in uniform distribution theory, quasi-Monte Carlo methods, and their applications, presented by leading experts in these vivid fields of research.
Автор: Nick T. Thomopoulos Название: Essentials of Monte Carlo Simulation ISBN: 1489986081 ISBN-13(EAN): 9781489986085 Издательство: Springer Рейтинг: Цена: 15372.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book focuses on the fundamentals of Monte Carlo methods using basic computer simulation techniques. It illustrates the best ways to select input distributions and parameters with or without sample data.
Автор: M`hamed Eddahbi; El Hassan Essaky; Josep Vives Название: Statistical Methods and Applications in Insurance and Finance ISBN: 331930416X ISBN-13(EAN): 9783319304168 Издательство: Springer Рейтинг: Цена: 19564.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book is the outcome of the CIMPA School on Statistical Methods and Applications in Insurance and Finance, held in Marrakech and Kelaat M`gouna (Morocco) in April 2013.
Автор: Nick T. Thomopoulos Название: Essentials of Monte Carlo Simulation ISBN: 1461460212 ISBN-13(EAN): 9781461460213 Издательство: Springer Рейтинг: Цена: 20962.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book focuses on the fundamentals of Monte Carlo methods using basic computer simulation techniques. It illustrates the best ways to select input distributions and parameters with or without sample data.
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