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Produktbild: Mathematical and Statistical Methods for Actuarial Sciences and Finance
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Mathematical and Statistical Methods for Actuarial Sciences and Finance

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Beschreibung

Produktdetails

Einband

Gebundene Ausgabe

Erscheinungsdatum

19.01.2010

Herausgeber

Marco Corazza + weitere

Verlag

Springer Italia

Seitenzahl

314

Maße (L/B/H)

24,1/16/2,3 cm

Gewicht

675 g

Auflage

1. Auflage

Sprache

Englisch

ISBN

978-88-470-1480-0

Beschreibung

Produktdetails

Einband

Gebundene Ausgabe

Erscheinungsdatum

19.01.2010

Herausgeber

Verlag

Springer Italia

Seitenzahl

314

Maße (L/B/H)

24,1/16/2,3 cm

Gewicht

675 g

Auflage

1. Auflage

Sprache

Englisch

ISBN

978-88-470-1480-0

Herstelleradresse

Springer-Verlag KG
Sachsenplatz 4-6
1201 Wien
AT

Email: GPSR Kontakt

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  • Produktbild: Mathematical and Statistical Methods for Actuarial Sciences and Finance
  • Impact of interest rate risk on the Spanish banking sector.- Tracking error with minimum guarantee constraints.- Energy markets: crucial relationship between prices.- Tempered stable distributions and processes in finance: numerical analysis.- Transformation kernel estimation of insurance claim cost distributions.- What do distortion risk measures tell us on excess of loss reinsurance with reinstatements?.- Some classes of multivariate risk measures.- Assessing risk perception by means of ordinal models.- A financial analysis of surplus dynamics for deferred life schemes.- Checking financial markets via Benford’s law: the S&P 500 case.- Empirical likelihood based nonparametric testing for CAPM.- Lee-Carter error matrix simulation: heteroschedasticity impact on actuarial valuations.- Estimating the volatility term structure.- Exact and approximated option pricing in a stochastic volatility jump-diffusion model.- A skewed GARCH-type model for multivariate financial time series.- Financial time series and neural networks in a minority game context.- Robust estimation of style analysis coefficients.- Managing demographic risk in enhanced pensions.- Clustering mutual funds by return and risk levels.- Multivariate Variance Gamma and Gaussian Dependence: a study with copulas.- A simple dimension reduction procedure for corporate finance composite indicators.- The relation between implied and realised volatility in the DAX index options market.- Binomial algorithms for the evaluation of options on stocks with fixed per share dividends.- Nonparametric prediction in time series analysis: some empirical results.- On efficient optimisation of the CVaR and related LP computable risk measures for portfolio selection.- A pattern recognition algorithm for optimal profits in currency trading.- Nonlinear cointegration in financial time series.- Optimal dynamic asset allocation in a non—Gaussian world.- Fair costs of guaranteed minimum death benefit contracts.- Solvency evaluation of the guaranty fund at a large financial cooperative.- A Monte Carlo approach to value exchange options using a single stochastic factor.