Härdle, Wolfgang
Statistical Tools for Finance and Insurance
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 CÞek, 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
DRM-restrictions
Printing: not available
Clipboard copying: not available
Nyckelord: MATHEMATICS / Probability & Statistics / General MAT029000
- Författare
- Härdle, Wolfgang
- Weron, Rafał
- ČÞek, Pavel
- Utgivare
- Springer
- Utgivningsår
- 2005
- Språk
- en
- Utgåva
- 1
- Kategori
- Naturvetenskaper
- Format
- E-bok
- eISBN (PDF)
- 9783540273950