Statistical Tools for Finance and Insurance: Second Edition - Couverture souple

 
9783642180613: Statistical Tools for Finance and Insurance: Second Edition

Synopsis

This book presents ready-to-use solutions, theoretical developments and method construction for many practical problems in quantitative finance and insurance. It offers a unique combination of topics that will benefit every market analyst and risk manager.

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À propos de l?auteur

Pavel Cízek is professor of econometrics and statistics at Tilburg University. He teaches various courses covering time-series, simulation-based, and semiparametric estimation methods. His research interests are methods of semiparametric and robust statistics and econometrics with applications primarily in microeconomics and quantitative finance.

Wolfgang Karl Härdle is professor of statistics at the Humboldt-Universität zu Berlin and director of C.A.S.E. - the Centre for Applied Statistics and Economics. He teaches quantitative finance and semiparametric statistical methods. His research focuses on dynamic factor models, multivariate statistics in finance and computational statistics. He is an elected ISI member and advisor to the Guanghua School of Management, Peking University.

Rafal Weron is professor of economics at Wroclaw University of Technology (WUT). His research focuses on developing risk management and forecasting tools for the energy industry and computational statistics as applied to finance and insurance. He is periodically engaged as a consultant to energy (Tauron Polska Energia, Vattenfall) and financial (BRE Bank, Bank Millennium) companies. He teaches graduate level courses on energy and financial markets at NTNU (Trondheim) and WUT.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Autres éditions populaires du même titre

9783642180637: Statistical Tools for Finance and Insurance

Edition présentée

ISBN 10 :  3642180639 ISBN 13 :  9783642180637
Editeur : Springer, 2011
Couverture souple