Cantitate/Preț
Produs

Mathematical and Statistical Methods for Actuarial Sciences and Finance

Editat de Cira Perna, Marilena Sibillo
en Limba Engleză Hardback – 6 oct 2011
The book develops the capabilities arising from the cooperation between mathematicians and statisticians working in insurance and finance fields. It gathers some of the papers presented at the conference MAF2010, held in Ravello (Amalfi coast), and successively, after a reviewing process, worked out to this aim.
Citește tot Restrânge

Toate formatele și edițiile

Toate formatele și edițiile Preț Express
Paperback (2) 61089 lei  38-44 zile
  Springer – 29 noi 2013 61089 lei  38-44 zile
  Springer International Publishing – 23 aug 2016 61127 lei  43-57 zile
Hardback (2) 60605 lei  38-44 zile
  Springer International Publishing – 24 mar 2014 60605 lei  38-44 zile
  Springer – 6 oct 2011 86812 lei  43-57 zile

Preț: 86812 lei

Preț vechi: 105868 lei
-18% Nou

Puncte Express: 1302

Preț estimativ în valută:
15359 17894$ 13413£

Carte tipărită la comandă

Livrare economică 19 ianuarie-02 februarie 26

Preluare comenzi: 021 569.72.76

Specificații

ISBN-13: 9788847023413
ISBN-10: 8847023416
Pagini: 420
Ilustrații: XII, 412 p.
Dimensiuni: 155 x 235 x 25 mm
Greutate: 0.79 kg
Ediția:2012
Editura: Springer
Colecția Springer
Locul publicării:Milano, Italy

Public țintă

Research

Cuprins

On the estimation in continuous limit of GARCH processes by G. Albano, F. Giordano, and C. Perna. - Variable selection in forecasting models for default risk by A. Amendola, M. Restaino, and L. Sensini. - Capital structure with firm’s net cash payouts by F. Barsotti, M.E. Mancino, and M. Pontier. - Convex ordering of Esscher and minimal entropy martingale measures for discrete time models by F. Bellini and C. Sgarra. - On hyperbolic iterated distortions for the adjustment of survivalfunctions by A. Bienvenue and D. Rullière. - Beyond Basel2: Modeling loss given default through survival analysis by S. Bonini and G. Caivano.

Textul de pe ultima copertă

The book develops the capabilities arising from the cooperation between mathematicians and statisticians working in insurance and finance fields. It gathers some of the papers presented at the conference MAF2010, held in Ravello (Amalfi coast), and successively, after a reviewing process, worked out to this aim.

Caracteristici

The book is the result of the Mathematical and Statistical interdisciplinary approach to the researches in the actuarial and financial topics The book aims at providing state of the art research in development, implementation and real world applications of statistical and mathematical models in actuarial and finance sciences The book offers the occasion for discussing problems of national and international interest Includes supplementary material: sn.pub/extras