Matthias Scherer – författare
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13 produkter
SIMULATING COPULAS: STOCHASTIC MODELS, SAMPLING ALGORITHMS, AND APPLICATIONS
Av Jan-Frederik Mai, Matthias Scherer
Inbunden, 2012
1563 kr
Lägg i varukorg
This book provides the reader with a background on simulating copulas and multivariate distributions in general. It unifies the scattered literature on the simulation of various families of copulas (elliptical, Archimedean, Marshall-Olkin type, etc.) as well as on different construction principles …
Multivariate Claim Count Model for Applications in Insurance
Av Daniela Anna Selch, Matthias Scherer
Häftad, 2019
552 kr
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This monograph presents a time-dynamic model for multivariate claim counts in actuarial applications.Inspired by real-world claim arrivals, the model balances interesting stylized facts (such as dependence across the components, over-dispersion and the clustering of claims) with a high level of …
Innovations in Quantitative Risk Management
TU München, September 2013
Av Kathrin Glau, Matthias Scherer m. fl.
Inbunden, 2015
552 kr
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Quantitative models are omnipresent –but often controversially discussed– in todays risk management practice. New regulations, innovative financial products, and advances in valuation techniques provide a continuous flow of challenging problems for financial engineers and risk managers alike. …
Innovations in Derivatives Markets
Fixed Income Modeling, Valuation Adjustments, Risk Management, and Regulation
Av Kathrin Glau, Zorana Grbac m. fl.
Inbunden, 2016
568 kr
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This book presents 20 peer-reviewed chapters on current aspects of derivatives markets and derivative pricing. The contributions, written by leading researchers in the field as well as experienced authors from the financial industry, present the state of the art in:• Modeling counterparty credit …
Innovations in Quantitative Risk Management
TU München, September 2013
Av Kathrin Glau, Matthias Scherer m. fl.
Häftad, 2016
552 kr
Lägg i varukorg
Quantitative models are omnipresent –but often controversially discussed– in todays risk management practice. New regulations, innovative financial products, and advances in valuation techniques provide a continuous flow of challenging problems for financial engineers and risk managers alike. …
Innovations in Derivatives Markets
Fixed Income Modeling, Valuation Adjustments, Risk Management, and Regulation
Av Kathrin Glau, Zorana Grbac m. fl.
Häftad, 2018
552 kr
Lägg i varukorg
This book presents 20 peer-reviewed chapters on current aspects of derivatives markets and derivative pricing. The contributions, written by leading researchers in the field as well as experienced authors from the financial industry, present the state of the art in:• Modeling counterparty credit …
Multivariate Claim Count Model for Applications in Insurance
Av Daniela Anna Selch, Matthias Scherer
Inbunden, 2018
552 kr
Lägg i varukorg
This monograph presents a time-dynamic model for multivariate claim counts in actuarial applications.Inspired by real-world claim arrivals, the model balances interesting stylized facts (such as dependence across the components, over-dispersion and the clustering of claims) with a high level of …
Multivariate Claim Count Model for Applications in Insurance
Av Matthias Scherer, Daniela Anna Selch
E-bok, 2018
718 kr
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This monograph presents a time-dynamic model for multivariate claim counts in actuarial applications. Inspired by real-world claim arrivals, the model balances interesting stylized facts (such as dependence across the components, over-dispersion and the clustering of claims) with a high level of …
Von der naturphilosophischen zur hellenistischen Mechanik
Vergleich und Entwicklung der Methodik und Lehre innerhalb der antiken Mechanik
Häftad, 2012
328 kr
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SIMULATING COPULAS: STOCHASTIC MODELS, SAMPLING ALGORITHMS, AND APPLICATIONS (SECOND EDITION)
Av Jan-Frederik Mai, Matthias Scherer
Inbunden, 2017
1846 kr
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"The book remains a valuable tool both for statisticians who are already familiar with the theory of copulas and just need to develop sampling algorithms, and for practitioners who want to learn copulas and implement the simulation techniques needed to exploit the potential of copulas in …
INNOVATIONS IN INSURANCE, RISK- AND ASSET MANAGEMENT
Av Glau Kathrin, Kathrin Glau m. fl.
Inbunden, 2018
2470 kr
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This book covers recent developments in the interdisciplinary fields of actuarial science, quantitative finance, risk- and asset management. The authors are leading experts from academia and practice who participated in Innovations in Insurance, Risk- and Asset Management, an international …
ALTERNATIVE INVESTMENTS AND STRATEGIES
Av Al Rudiger Kiesel Et, Rüdiger Kiesel m. fl.
Inbunden, 2010
2129 kr
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This book combines academic research and practical expertise on alternative assets and trading strategies in a unique way. The asset classes that are discussed include: credit risk, cross-asset derivatives, energy, private equity, freight agreements, alternative real assets (ARA), and socially …
Simulating Copulas: Stochastic Models, Sampling Algorithms and Applications
Av Jan-Frederik Mai, Matthias Scherer
Häftad, 2017
1030 kr
Tillfälligt slut
The book provides the background on simulating copulas and multivariate distributions in general. It unifies the scattered literature on the simulation of various families of copulas (elliptical, Archimedean, Marshall-Olkin type, etc.) as well as on different construction principles (factor models, …
