Электронная книга: Boris Harlamov «Stochastic Risk Analysis and Management»
|
The author investigates the Cramer–Lundberg model, collecting the most interesting theorems and methods, which estimate probability of default for a company of insurance business. These offer different kinds of approximate values for probability of default on the base of normal and diffusion approach and some special asymptotic. Издательство: "John Wiley&Sons Limited"
ISBN: 9781119388876 электронная книга Купить за 8879.91 руб и скачать на Litres |
Другие книги схожей тематики:
| Автор | Книга | Описание | Год | Цена | Тип книги |
|---|---|---|---|---|---|
| Jacques Janssen | Stochastic Methods for Pension Funds | Quantitative finance has become these last years a extraordinary field of research and interest as well from an academic point of view as for practical applications. At the same time, pension issue… — John Wiley&Sons Limited, электронная книга Подробнее... | 14825.73 | электронная книга | |
| Nada Matta | Supervision and Safety of Complex Systems | This book presents results of projects carried out by both scientific and industry researchers into the techniques to help in maintenance, control, supervision and security of systems, taking into… — John Wiley&Sons Limited, электронная книга Подробнее... | 14053.56 | электронная книга | |
| Paolo Brandimarte | Handbook in Monte Carlo Simulation. Applications in Financial Engineering, Risk Management, and Economics | An accessible treatment of Monte Carlo methods, techniques, and applications in the field of finance and economics Providing readers with an in-depth and comprehensive guide, the Handbook in Monte… — John Wiley&Sons Limited, электронная книга Подробнее... | 12097.35 | электронная книга | |
| Ngai Chan Hang | Time Series. Applications to Finance with R and S-Plus | A new edition of the comprehensive, hands-on guide to financial time series, now featuring S-Plus® and R software Time Series: Applications to Finance with R and S-Plus®, Second Edition is designed… — John Wiley&Sons Limited, электронная книга Подробнее... | 11238.83 | электронная книга | |
| Josh Laurito | Financial Simulation Modeling in Excel. A Step-by-Step Guide | I've worked with simulation in business for over 20 years, and Allman really nails it with this book. I admit that I own his previous book on structured finance cash flows, but I was surprised by… — John Wiley&Sons Limited (USD), электронная книга Подробнее... | 7154.35 | электронная книга | |
| Hui Yang | Healthcare Analytics. From Data to Knowledge to Healthcare Improvement | Features of statistical and operational research methods and tools being used to improve the healthcare industry With a focus on cutting-edge approaches to the quickly growing field of healthcare… — John Wiley&Sons Limited, электронная книга Подробнее... | 9652.07 | электронная книга | |
| Domingo Tavella | Quantitative Methods in Derivatives Pricing. An Introduction to Computational Finance | This book presents a cogent description of the main methodologies used in derivatives pricing. Starting with a summary of the elements of Stochastic Calculus, Quantitative Methods in Derivatives… — John Wiley&Sons Limited (USD), электронная книга Подробнее... | 9365.69 | электронная книга |
См. также в других словарях:
Dynamic financial analysis — Key Uses Business mix Reinsurance Asset Allocation Profitability Solvency Sensitivity Dependency Elements … Wikipedia
Model risk — In finance, model risk is the risk involved in using models to value financial securities.[1] Rebonato considers alternative definitions including: After observing a set of prices for the underlying and hedging instruments, different but… … Wikipedia
Marginal conditional stochastic dominance — In finance, marginal conditional stochastic dominance is a condition under which a portfolio can be improved in the eyes of all risk averse investors by incrementally moving funds out of one asset (or one sub group of the portfolio s assets) and… … Wikipedia
Decision analysis — (DA) is the discipline comprising the philosophy, theory, methodology, and professional practice necessary to address important decisions in a formal manner. Decision analysis includes many procedures, methods, and tools for identifying, clearly… … Wikipedia
Business and Industry Review — ▪ 1999 Introduction Overview Annual Average Rates of Growth of Manufacturing Output, 1980 97, Table Pattern of Output, 1994 97, Table Index Numbers of Production, Employment, and Productivity in Manufacturing Industries, Table (For Annual… … Universalium
Technical analysis — Financial markets Public market Exchange Securities Bond market Fixed income Corporate bond Government bond Municipal bond … Wikipedia
