Hansjörg Albrecher – författare & böcker

Reinsurance

Actuarial and Statistical Aspects

Inbunden, Engelska, 2017

987 kr

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Reinsurance: Actuarial and Statistical Aspects provides a survey of both the academic literature in the field as well as challenges appearing in reinsurance practice and puts the two in perspective. The book is written for researchers with an interest in reinsurance problems, for graduate students with a basic knowledge of probability and statistics as well as for reinsurance practitioners. The focus of the book is on modelling together with the statistical challenges that go along with it. The discussed statistical approaches are illustrated alongside six case studies of insurance loss data sets, ranging from MTPL over fire to storm and flood loss data. Some of the presented material also contains new results that have not yet been published in the research literature. An extensive bibliography provides readers with links for further study.

Introduction to Quantitative Methods for Financial Markets

AvHansjoerg Albrecher,Andreas Binderm. fl.

Häftad, Engelska, 2013

817 kr

Skickas inom 10-15 vardagar

Swaps, futures, options, structured instruments - a wide range of derivative products is traded in today's financial markets. Analyzing, pricing and managing such products often requires fairly sophisticated quantitative tools and methods. This book serves as an introduction to financial mathematics with special emphasis on aspects relevant in practice. In addition to numerous illustrative examples, algorithmic implementations are demonstrated using "Mathematica" and the software package "UnRisk" (available for both students and teachers). The content is organized in 15 chapters that can be treated as independent modules. In particular, the exposition is tailored for classroom use in a Bachelor or Master program course, as well as for practitioners who wish to further strengthen their quantitative background.

Introduction to Quantitative Methods for Financial Markets

AvPhilipp Mayer,Volkmar Lautschamm. fl.

E-bok

PDF, Engelska, 2013

1 026 kr

Läs direkt efter köp

Swaps, futures, options, structured instruments - a wide range of derivative products is traded in today''s financial markets. Analyzing, pricing and managing such products often requires fairly sophisticated quantitative tools and methods. This book serves as an introduction to financial mathematics with special emphasis on aspects relevant in practice. In addition to numerous illustrative examples, algorithmic implementations are demonstrated using "Mathematica" and the software package "UnRisk" (available for both students and teachers). The content is organized in 15 chapters that can be treated as independent modules.

In particular, the exposition is tailored for classroom use in a Bachelor or Master program course, as well as for practitioners who wish to further strengthen their quantitative background.

Advanced Financial Modelling

AvHansjörg Albrecher,Wolfgang J. Runggaldierm. fl.

Inbunden, Engelska, 2009

2 752 kr

Skickas inom 5-8 vardagar

This book is a collection of state–of–the–art surveys on various topics in mathematical finance, with an emphasis on recent modelling and computational approaches. The volume is related to a 'Special Semester on Stochastics with Emphasis on Finance' that took place from September to December 2008 at the Johann Radon Institute for Computational and Applied Mathematics of the Austrian Academy of Sciences in Linz, Austria.

Einführung in die Finanzmathematik

AvHansjoerg Albrecher,Andreas Binderm. fl.

Häftad, Tyska, 2009

209 kr

Skickas inom 10-15 vardagar

Optionen, Futures, Swaps, strukturierte Investments - auf den heutigen Finanzmärkten werden eine Fülle so genannter derivativer (abgeleiteter) Finanzinstrumente gehandelt. Deren Bewertung und Risikomanagement sind Gegenstand der modernen Finanzmathematik. Dieses Buch führt an entsprechende Fragestellungen, Denkweisen und Lösungskonzepte heran und legt dabei besonderes Augenmerk auf praxisrelevante Aspekte und Modelle. Die algorithmische Umsetzung der Lösungskonzepte wird in zahlreichen Beispielen mit dem Software-Paket "UnRisk" illustriert. Dieses wird Dozenten und Studierenden (zeitlich begrenzt) zur Verfügung gestellt und bietet über die Plattform "Mathematica" eine graphisch ansprechende Oberfläche.Die vorliegende Einführung ist speziell für Veranstaltungen in Bachelor-Studiengängen konzipiert.

Einführung in die Finanzmathematik

AvPhilipp Mayer,Andreas Binderm. fl.

E-bok

PDF, Tyska, 2011

145 kr

Läs direkt efter köp

Optionen, Futures, Swaps, strukturierte Investments - auf den heutigen Finanzmärkten werden eine Fülle so genannter derivativer (abgeleiteter) Finanzinstrumente gehandelt. Deren Bewertung und Risikomanagement sind Gegenstand der modernen Finanzmathematik. Dieses Buch führt an entsprechende Fragestellungen, Denkweisen und Lösungskonzepte heran und legt dabei besonderes Augenmerk auf praxisrelevante Aspekte und Modelle. Die algorithmische Umsetzung der Lösungskonzepte wird in zahlreichen Beispielen mit dem Software-Paket "UnRisk" illustriert. Dieses wird Dozenten und Studierenden (zeitlich begrenzt) zur Verfügung gestellt und bietet über die Plattform "Mathematica" eine graphisch ansprechende Oberfläche.

Die vorliegende Einführung ist speziell für Veranstaltungen in Bachelor-Studiengängen konzipiert.

Del 14 - ADVANCED SERIES ON STATISTICAL SCIENCE AND APPLIED PROBABILITY

RUIN PROBABILITIES (SECOND EDITION)

AvSøren Asmussen,Hansjörg Albrecher

Häftad, Engelska, 2010

1 312 kr

Skickas inom 5-8 vardagar

The book gives a comprehensive treatment of the classical and modern ruin probability theory. Some of the topics are Lundberg's inequality, the Cramér-Lundberg approximation, exact solutions, other approximations (e.g., for heavy-tailed claim size distributions), finite horizon ruin probabilities, extensions of the classical compound Poisson model to allow for reserve-dependent premiums, Markov-modulation, periodicity, change of measure techniques, phase-type distributions as a computational vehicle and the connection to other applied probability areas, like queueing theory. In this substantially updated and extended second version, new topics include stochastic control, fluctuation theory for Levy processes, Gerber–Shiu functions and dependence.

Del 14 - ADVANCED SERIES ON STATISTICAL SCIENCE AND APPLIED PROBABILITY

RUIN PROBABILITIES (SECOND EDITION)

AvSøren Asmussen,Hansjörg Albrecher

Inbunden, Engelska, 2010

3 030 kr

Skickas inom 3-6 vardagar

The book gives a comprehensive treatment of the classical and modern ruin probability theory. Some of the topics are Lundberg's inequality, the Cramér-Lundberg approximation, exact solutions, other approximations (e.g., for heavy-tailed claim size distributions), finite horizon ruin probabilities, extensions of the classical compound Poisson model to allow for reserve-dependent premiums, Markov-modulation, periodicity, change of measure techniques, phase-type distributions as a computational vehicle and the connection to other applied probability areas, like queueing theory. In this substantially updated and extended second version, new topics include stochastic control, fluctuation theory for Levy processes, Gerber–Shiu functions and dependence.

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Hansjörg Albrecher – författare

Reinsurance

Introduction to Quantitative Methods for Financial Markets

Introduction to Quantitative Methods for Financial Markets

Advanced Financial Modelling

Einführung in die Finanzmathematik

Einführung in die Finanzmathematik

RUIN PROBABILITIES (SECOND EDITION)

RUIN PROBABILITIES (SECOND EDITION)

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