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wyszukanych pozycji: 6
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Semi-Markov Risk Models for Finance, Insurance and Reliability
ISBN: 9780387707297 / Angielski / Twarda / 2007 / 430 str. Termin realizacji zamówienia: ok. 22 dni roboczych. This book aims to give a complete and self-contained presentation of semi- Markov models with finitely many states, in view of solving real life problems of risk management in three main fields: Finance, Insurance and Reliability providing a useful complement to our first book (Janssen and Manca (2006)) which gives a theoretical presentation of semi-Markov theory. However, to help assure the book is self-contained, the first three chapters provide a summary of the basic tools on semi-Markov theory that the reader will need to understand our presentation. For more details, we refer the reader...
This book aims to give a complete and self-contained presentation of semi- Markov models with finitely many states, in view of solving real life probl...
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cena:
401,58 |
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Applied Semi-Markov Processes
ISBN: 9781441939920 / Angielski / Miękka / 2010 / 310 str. Termin realizacji zamówienia: ok. 22 dni roboczych. Aims to give to the reader the tools necessary to apply semi-Markov processes in real-life problems. The book is self-contained and, starting from a low level of probability concepts, gradually brings the reader to a deep knowledge of semi-Markov processes. Presents homogeneous and non-homogeneous semi-Markov processes, as well as Markov and semi-Markov rewards processes. The concepts are fundamental for many applications, but they are not as thoroughly presented in other books on the subject as they are here. Aims to give to the reader the tools necessary to apply semi-Markov processes in real-life problems. The book is self-contained and, startin... |
cena:
481,91 |
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Semi-Markov Risk Models for Finance, Insurance and Reliability
ISBN: 9781441943576 / Angielski / Miękka / 2010 / 430 str. Termin realizacji zamówienia: ok. 22 dni roboczych. This book aims to give a complete and self-contained presentation of semi- Markov models with finitely many states, in view of solving real life problems of risk management in three main fields: Finance, Insurance and Reliability providing a useful complement to our first book (Janssen and Manca (2006)) which gives a theoretical presentation of semi-Markov theory. However, to help assure the book is self-contained, the first three chapters provide a summary of the basic tools on semi-Markov theory that the reader will need to understand our presentation. For more details, we refer the reader...
This book aims to give a complete and self-contained presentation of semi- Markov models with finitely many states, in view of solving real life probl...
|
cena:
401,58 |
 |
VaR Methodology for Non-Gaussian Finance
ISBN: 9781848214644 / Angielski / Twarda / 2013 / 176 str. Termin realizacji zamówienia: ok. 30 dni roboczych. With the impact of the recent financial crises, more attention must be given to new models in finance rejecting -Black-Scholes-Samuelson- assumptions leading to what is called non-Gaussian finance. With the growing importance of Solvency II, Basel II and III regulatory rules for insurance companies and banks, value at risk (VaR) - one of the most popular risk indicator techniques plays a fundamental role in defining appropriate levels of equities. The aim of this book is to show how new VaR techniques can be built more appropriately for a crisis situation. With the impact of the recent financial crises, more attention must be given to new models in finance rejecting -Black-Scholes-Samuelson- assumptio... |
cena:
680,54 |
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Stochastic Methods for Pension Funds
ISBN: 9781848212046 / Angielski / Twarda / 2012 / 320 str. Termin realizacji zamówienia: ok. 30 dni roboczych. 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 is clearly a major economical and financial topic for the next decades in the context of the well-known longevity risk. Surprisingly few books are devoted to application of modern stochastic calculus to pension analysis. The aim of this book is to fill this gap and to show how recent methods of stochastic finance can be useful for to the risk management of pension funds. Methods of... Quantitative finance has become these last years a extraordinary field of research and interest as well from an academic point of view as for practica...
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cena:
817,68 |
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Applied Semi-Markov Processes
ISBN: 9780387295473 / Angielski / Twarda / 2005 / 310 str. Termin realizacji zamówienia: ok. 22 dni roboczych. Aims to give to the reader the tools necessary to apply semi-Markov processes in real-life problems. The book is self-contained and, starting from a low level of probability concepts, gradually brings the reader to a deep knowledge of semi-Markov processes. Presents homogeneous and non-homogeneous semi-Markov processes, as well as Markov and semi-Markov rewards processes. The concepts are fundamental for many applications, but they are not as thoroughly presented in other books on the subject as they are here. Aims to give to the reader the tools necessary to apply semi-Markov processes in real-life problems. The book is self-contained and, startin... |
cena:
481,91 |
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