Probability, Statistics, and Their Applications PDF Download

Author: Rabindra Nath Bhattacharya
Publisher: IMS
ISBN: 9780940600553
Category : Mathematics
Languages : en
Pages : 312

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Author:
Publisher:
ISBN:
Category : Futures
Languages : en
Pages : 736

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Author: D. Kannan
Publisher: CRC Press
ISBN: 1482294702
Category : Mathematics
Languages : en
Pages : 790

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An introduction to general theories of stochastic processes and modern martingale theory. The volume focuses on consistency, stability and contractivity under geometric invariance in numerical analysis, and discusses problems related to implementation, simulation, variable step size algorithms, and random number generation.

Author: Marco Avellaneda
Publisher: World Scientific
ISBN: 9814493562
Category : Business & Economics
Languages : en
Pages : 379

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Book Description
This book contains lectures delivered at the celebrated Seminar in Mathematical Finance at the Courant Institute. The lecturers and presenters of papers are prominent researchers and practitioners in the field of quantitative financial modeling. Most are faculty members at leading universities or Wall Street practitioners.The lectures deal with the emerging science of pricing and hedging derivative securities and, more generally, managing financial risk. Specific articles concern topics such as option theory, dynamic hedging, interest-rate modeling, portfolio theory, price forecasting using statistical methods, etc.

Author: Aymeric Kalife
Publisher: CRC Press
ISBN: 1000876276
Category : Business & Economics
Languages : en
Pages : 541

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Book Description
Sustainable Life Insurance: Managing Risk Appetite for Insurance Savings and Retirement Products gives an overview of all relevant aspects of traditional and non-traditional savings and retirement products from both insurers’ and policyholders’ respective risk appetites. Examples of such products include general accounts, whole life, annuities (variable, fixed and fixed indexed, structured), index-linked products, CPPI-based products, etc. The book contains technical details associated with both practice and theory, specifically related to modelling, product design, investments and risk management challenges and solutions, tailored to both insurers’ and policyholders’ perspectives. Features The book offers not only theoretical background but also concrete, cutting-edge "quick wins" across strategic and operational business axes. It will be an asset for professionals in the insurance industry, and a great teaching/learning resource for courses in risk management, insurance modelling, and more. The book highlights the operational challenges encountered across modelling, product designs and hedging.

Author:
Publisher:
ISBN:
Category : Finance
Languages : en
Pages : 594

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Author: Marco Avellaneda
Publisher: World Scientific
ISBN: 9814490598
Category : Mathematics
Languages : en
Pages : 363

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This invaluable book contains lectures presented at the Courant Institute's Mathematical Finance Seminar. The audience consisted of academics from New York University and other universities, as well as practitioners from investment banks, hedge funds and asset-management firms.

Author: University of Oxford
Publisher:
ISBN:
Category : Dissertations, Academic
Languages : en
Pages : 80

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Author:
Publisher:
ISBN:
Category : Dissertations, Academic
Languages : en
Pages : 774

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Author: Yuri Kabanov
Publisher: Springer Science & Business Media
ISBN: 3540681213
Category : Business & Economics
Languages : en
Pages : 306

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Book Description
The book is the first monograph on this highly important subject.