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Härdle, Wolfgang

Statistical Tools for Finance and Insurance

Härdle, Wolfgang - Statistical Tools for Finance and Insurance, ebook

93,45€

Ebook, PDF with Adobe DRM
ISBN: 9783540273950
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Table of contents

Part I.Finance

1. Stable Distributions
Szymon Borak, Wolfgang Härdle, Rafal Weron

2. Extreme Value Analysis and Copulas
Krzysztof Jajuga, Daniel Papla

3. Tail Dependence
Rafael Schmidt

4. Pricing of Catastrophe Bonds
Krzysztof Burnecki, Grzegorz Kukla, David Taylor

5. Common Functional Implied Volatility Analysis
Michal Benko, Wolfgang Härdle

6. Implied Trinomial Trees
Pavel Cížek, Karel Komorád

7. Heston's Model and the Smile
Rafal Weron, Uwe Wystup

8. FFT-based Option Pricing
Szymon Borak, Kai Detlefsen, Wolfgang Härdle

9. Valuation of Mortgage Backed Securities: from Optimality to Reality
Nicolas Gaussel, Julien Tamine

10. Predicting Bankruptcy with Support Vector Machines
Wolfgang Härdle, Rouslan Moro, Dorothea Schäfer

11. Econometric and Fuzzy Modelling of Indonesian Money Demand
Noer Azam Achsani, Oliver Holtemöller, Hizir Sofyan

12. Nonparametric Productivity Analysis
Wolfgang Härdle, Seok-Oh Jeong

Part II.Insurance

13. Loss Distributions
Krzysztof Burnecki, Adam Misiorek, Rafal Weron

14. Modeling of the Risk Process
Krzysztof Burnecki, Rafal Weron

15. Ruin Probabilities in Finite and Infinite Time
Krzysztof Burnecki, Pawel Mista, Aleksander Weron

16. Stable Diffusion Approximation of the Risk Process
Hansjörg Furrer, Zbigniew Michna, Aleksander Weron

17. Risk Model of Good and Bad Periods
Zbigniew Michna

18. Premiums in the Individual and Collective Risk Models
Jan Iwanik, Joanna Nowicka-Zagrajek

19. Pure Risk Premiums under Deductibles
Krzysztof Burnecki, Joanna Nowicka-Zagrajek, Agnieszka Wylomanska

20. Premiums, Investments, and Reinsurance
Pawel Mista, Wojciech Otto

Part III.General

21. Working with the XQC
Szymon Borak, Wolfgang Härdle, Heiko Lehmann

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Keywords: MATHEMATICS / Probability & Statistics / General MAT029000

Author(s)
 
 
Publisher
Springer
Publication year
2005
Language
en
Edition
1
Category
Natural Sciences
Format
Ebook
eISBN (PDF)
9783540273950

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