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Statistical Methods and Applications in Insurance and Finance - CIMPA School, Marrakech and Kelaat M'gouna, Morocco, April 2013 (Hardcover, 1st ed. 2016) Loot Price: R3,382
Discovery Miles 33 820
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Statistical Methods and Applications in Insurance and Finance - CIMPA School, Marrakech and Kelaat M'gouna, Morocco, April...

Statistical Methods and Applications in Insurance and Finance - CIMPA School, Marrakech and Kelaat M'gouna, Morocco, April 2013 (Hardcover, 1st ed. 2016)

M'hamed Eddahbi, El Hassan Essaky, Josep Vives

Series: Springer Proceedings in Mathematics & Statistics, 158

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List price R4,138 Loot Price R3,382 Discovery Miles 33 820 | Repayment Terms: R317 pm x 12* You Save R756 (18%)

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This book is the outcome of the CIMPA School on Statistical Methods and Applications in Insurance and Finance, held in Marrakech and Kelaat M'gouna (Morocco) in April 2013. It presents two lectures and seven refereed papers from the school, offering the reader important insights into key topics. The first of the lectures, by Frederic Viens, addresses risk management via hedging in discrete and continuous time, while the second, by Boualem Djehiche, reviews statistical estimation methods applied to life and disability insurance. The refereed papers offer diverse perspectives and extensive discussions on subjects including optimal control, financial modeling using stochastic differential equations, pricing and hedging of financial derivatives, and sensitivity analysis. Each chapter of the volume includes a comprehensive bibliography to promote further research.

General

Imprint: Springer International Publishing AG
Country of origin: Switzerland
Series: Springer Proceedings in Mathematics & Statistics, 158
Release date: April 2016
First published: 2016
Editors: M'hamed Eddahbi • El Hassan Essaky • Josep Vives
Dimensions: 235 x 155 x 14mm (L x W x T)
Format: Hardcover
Pages: 225
Edition: 1st ed. 2016
ISBN-13: 978-3-319-30416-8
Categories: Books > Science & Mathematics > Mathematics > Probability & statistics
Books > Business & Economics > Finance & accounting > Finance > General
Books > Money & Finance > General
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LSN: 3-319-30416-X
Barcode: 9783319304168

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