Statistical Tools for Finance and Insurance

Statistical Tools for Finance and Insurance
by P. Cizek, W. Härdle, R. Weron

Publisher: Springer 2005
ISBN/ASIN: 3540221891
ISBN-13: 9783540221890
Number of pages: 517

Description:
Statistical Tools in Finance and Insurance presents ready-to-use solutions, theoretical developments and method construction for many practical problems in quantitative finance and insurance. Covering 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, the book does not only offer practitioners insight into new methods for their applications, but it also gives theoreticians insight into the applicability of the stochastic technology.

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