Although portfolio management didn't change much during the 40 years after the seminal works of Markowitz and Sharpe, the development of risk budgeting techniques marked an important milestone in the deepening of the relationship between risk and asset management.
Calculus for Business and Economics: An Example-Based Introduction is designed for first-year university students specializing in business and economics.
Actuarial loss models are statistical models used by insurance companies to estimate the frequency and severity of future losses, set premiums, and reserve funds to cover potential claims.
Siempre se ha considerado que por más difícil que les parezca a los estudiantes formalizar los modelos econométricos, mayor es el reto del educador de conseguir que esta técnica sea lo más entendible posible, con el objetivo de despertar en ellos el interés por el conocimiento de lo complejo para comprender lo simple.
New Tools to Solve Your Option Pricing ProblemsFor nonlinear PDEs encountered in quantitative finance, advanced probabilistic methods are needed to address dimensionality issues.
This book aims to explore how to automate, innovate, design, and deploy emerging technologies in actuarial work transformations for the insurance and finance sector.
Statistical Methods Using SPSS provides a practical approach for better understanding of the advanced statistical concepts that are applied in business, economics, epidemiology, public health, agriculture and other areas of data analytics.
Containing many results that are new, or which exist only in recent research articles, this thoroughly revised third edition of Interest Rate Modeling: Theory and Practice, Third Edition portrays the theory of interest rate modeling as a three-dimensional object of finance, mathematics, and computation.
Twisted Logic: Puzzles, Paradoxes, and Big Questions delves into the intriguing world of twisted logic, where everyday conundrums, bewildering paradoxes, and life's big questions are investigated and decoded.
Dieses Buch gibt eine verständliche Einführung in die Technik der Modellierung von Wachstumskurven und ist insbesondere für inhaltlich orientierte Nutzer:innen von Paneldatensätzen geeignet.
A one-stop shop for actuaries and risk managers, this handbook covers general solvency and risk management topics as well issues pertaining to the European Solvency II project.
Helping readers accurately price a vast array of derivatives, this self-contained text explains how to solve complex functional equations through numerical methods.
Containing many results that are new, or which exist only in recent research articles, this thoroughly revised third edition of Interest Rate Modeling: Theory and Practice, Third Edition portrays the theory of interest rate modeling as a three-dimensional object of finance, mathematics, and computation.
Computational Methods in Finance is a book developed from the author's courses at Columbia University and the Courant Institute of New York University.
Controller:innen und Risikomanager:innen müssen in einem komplexen Unternehmensumfeld Handlungsalternativen mittels stochastischer Methoden und Simulationsverfahren analysieren können.
With the aim to sequentially determine optimal allocations across a set of assets, Online Portfolio Selection (OLPS) has significantly reshaped the financial investment landscape.
Written by an experienced researcher and portfolio manager who coined the term "e;risk parity,"e; this book provides readers with a practical understanding of the risk parity investment approach.
Bootstrapping is a conceptually simple statistical technique to increase the quality of estimates, conduct robustness checks and compute standard errors for virtually any statistic.
Dieses Buch präsentiert die wichtigsten Modelle und Verfahren der Zeitreihenanalyse, unter Nutzung der Programmiersprache R, in einer für Studierende und Anwender leicht zugänglichen Form.
Dieses Buch präsentiert die wichtigsten Modelle und Verfahren der Zeitreihenanalyse, unter Nutzung der Programmiersprache R, in einer für Studierende und Anwender leicht zugänglichen Form.
This Element is an excerpt from Even You Can Learn Statistics: A Guide for Everyone Who Has Ever Been Afraid of Statistics (ISBN: 9780137010592) by David M.
