| Item type | Current location | Collection | Call number | Copy number | Status | Date due | Barcode |
|---|---|---|---|---|---|---|---|
| E-Books | Biblioteca da FCTUNL Online | Não Ficção | HG176.5.SPR FCT 82487 (Browse shelf) | 1 | Available |
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| HG176.5.SPR FCT 81403 Statistics for business and financial economics | HG176.5.SPR FCT 81905 Mathematical and statistical methods for actuarial sciences and finance | HG176.5.SPR FCT 82165 Handbook of financial time series | HG176.5.SPR FCT 82487 Statistical tools for finance and insurance | HG176.5.SPR FCT 82792 Financial and insurance formulas | HG176.5.SPR FCT 82870 Mathematical and statistical methods for actuarial sciences and finance | HG176.5.SPR FCT 94335 Statistical tools for finance and insurance |
Colocação: Online
Statistical Tools for Finance and Insurance presents ready-to-use solutions, theoretical developments and method construction for many practical problems in quantitative finance and insurance. Written by practitioners and leading academics in the field, this book offers a unique combination of topics from which every market analyst and risk manager will benefit. Features of the significantly enlarged and revised second edition: Offers insight into new methods and the applicability of the stochastic technology Provides the tools, instruments and (online) algorithms for recent techniques in quantitative finance and modern treatments in insurance calculations Covers topics such as - expected shortfall for heavy tailed and mixture distributions* - pricing of variance swaps* - volatility smile calibration in FX markets - pricing of catastrophe bonds and temperature derivatives* - building loss models and ruin probability approximation - insurance pricing with GLM* - equity linked retirement plans*(new topics in the second edition marked with*) Presents extensive examples
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