Regression Modeling with Actuarial and Financial Applications PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Regression Modeling with Actuarial and Financial Applications PDF full book. Access full book title Regression Modeling with Actuarial and Financial Applications by Edward W. Frees. Download full books in PDF and EPUB format.
Author: Edward W. Frees
Publisher: Cambridge University Press
ISBN: 0521760119
Category : Business & Economics
Languages : en
Pages : 585
Get Book Here
Book Description
This book teaches multiple regression and time series and how to use these to analyze real data in risk management and finance.
Author: Edward W. Frees
Publisher: Cambridge University Press
ISBN: 0521760119
Category : Business & Economics
Languages : en
Pages : 585
Get Book Here
Book Description
This book teaches multiple regression and time series and how to use these to analyze real data in risk management and finance.
Author: Francis X. Diebold
Publisher: Princeton University Press
ISBN: 0691146802
Category : Business & Economics
Languages : en
Pages : 223
Get Book Here
Book Description
Understanding the dynamic evolution of the yield curve is critical to many financial tasks, including pricing financial assets and their derivatives, managing financial risk, allocating portfolios, structuring fiscal debt, conducting monetary policy, and valuing capital goods. Unfortunately, most yield curve models tend to be theoretically rigorous but empirically disappointing, or empirically successful but theoretically lacking. In this book, Francis Diebold and Glenn Rudebusch propose two extensions of the classic yield curve model of Nelson and Siegel that are both theoretically rigorous and empirically successful. The first extension is the dynamic Nelson-Siegel model (DNS), while the second takes this dynamic version and makes it arbitrage-free (AFNS). Diebold and Rudebusch show how these two models are just slightly different implementations of a single unified approach to dynamic yield curve modeling and forecasting. They emphasize both descriptive and efficient-markets aspects, they pay special attention to the links between the yield curve and macroeconomic fundamentals, and they show why DNS and AFNS are likely to remain of lasting appeal even as alternative arbitrage-free models are developed. Based on the Econometric and Tinbergen Institutes Lectures, Yield Curve Modeling and Forecasting contains essential tools with enhanced utility for academics, central banks, governments, and industry.
Author: Gábor Békés
Publisher: Cambridge University Press
ISBN: 1108483011
Category : Business & Economics
Languages : en
Pages : 741
Get Book Here
Book Description
A comprehensive textbook on data analysis for business, applied economics and public policy that uses case studies with real-world data.
Author: International Monetary Fund. Monetary and Capital Markets Department
Publisher: International Monetary Fund
ISBN: 1498363288
Category : Business & Economics
Languages : en
Pages : 135
Get Book Here
Book Description
The current Global Financial Stability Report (April 2016) finds that global financial stability risks have risen since the last report in October 2015. The new report finds that the outlook has deteriorated in advanced economies because of heightened uncertainty and setbacks to growth and confidence, while declines in oil and commodity prices and slower growth have kept risks elevated in emerging markets. These developments have tightened financial conditions, reduced risk appetite, raised credit risks, and stymied balance sheet repair. A broad-based policy response is needed to secure financial stability. Advanced economies must deal with crisis legacy issues, emerging markets need to bolster their resilience to global headwinds, and the resilience of market liquidity should be enhanced. The report also examines financial spillovers from emerging market economies and finds that they have risen substantially. This implies that when assessing macro-financial conditions, policymakers may need to increasingly take into account economic developments in emerging market economies. Finally, the report assesses changes in the systemic importance of insurers, finding that across advanced economies the contribution of life insurers to systemic risk has increased in recent years. The results suggest that supervisors and regulators should take a more macroprudential approach to the sector.
Author: Budiman Minasny
Publisher: CRC Press
ISBN: 0203106105
Category : Science
Languages : en
Pages : 482
Get Book Here
Book Description
Digital soil assessments and beyond contains papers presented at the 5th Global Workshop on Digital Soil Mapping, held 10-13 April 2012 at the University of Sydney, Australia. The contributions demonstrate the latest developments in digital soil mapping as a discipline with a special focus on the use of map products to drive policy decisions partic
Author: Nicholas H. Bingham
Publisher: Springer Science & Business Media
ISBN: 1447138562
Category : Mathematics
Languages : en
Pages : 447
Get Book Here
Book Description
This second edition - completely up to date with new exercises - provides a comprehensive and self-contained treatment of the probabilistic theory behind the risk-neutral valuation principle and its application to the pricing and hedging of financial derivatives. On the probabilistic side, both discrete- and continuous-time stochastic processes are treated, with special emphasis on martingale theory, stochastic integration and change-of-measure techniques. Based on firm probabilistic foundations, general properties of discrete- and continuous-time financial market models are discussed.
Author: Jack P.C. Kleijnen
Publisher: Springer
ISBN: 3319180878
Category : Business & Economics
Languages : en
Pages : 334
Get Book Here
Book Description
This is a new edition of Kleijnen’s advanced expository book on statistical methods for the Design and Analysis of Simulation Experiments (DASE). Altogether, this new edition has approximately 50% new material not in the original book. More specifically, the author has made significant changes to the book’s organization, including placing the chapter on Screening Designs immediately after the chapters on Classic Designs, and reversing the order of the chapters on Simulation Optimization and Kriging Metamodels. The latter two chapters reflect how active the research has been in these areas. The validation section has been moved into the chapter on Classic Assumptions versus Simulation Practice, and the chapter on Screening now has a section on selecting the number of replications in sequential bifurcation through Wald’s sequential probability ration test, as well as a section on sequential bifurcation for multiple types of simulation responses. Whereas all references in the original edition were placed at the end of the book, in this edition references are placed at the end of each chapter. From Reviews of the First Edition: “Jack Kleijnen has once again produced a cutting-edge approach to the design and analysis of simulation experiments.” (William E. BILES, JASA, June 2009, Vol. 104, No. 486)
Author: Suzanne Vassallo
Publisher:
ISBN: 9781922038258
Category : Child development
Languages : en
Pages : 26
Get Book Here
Book Description
This report highlights some of the key learnings about human development from the Australian Temperament Project (ATP) - a groundbreaking longitudinal study that, to date, has followed a large group of Victorians from their birth to age 30 years. ATP is a joint project between the Australian Institute of Family Studies, the Royal Children's Hospital, the University of Melbourne and Deakin University and is one of only a few in the world with information on three generations of study members - the young people, their parents, and now the young people's own children.
Author: Guojun Gan
Publisher: CRC Press
ISBN: 1000651010
Category : Mathematics
Languages : en
Pages : 196
Get Book Here
Book Description
This book is devoted to the mathematical methods of metamodeling that can be used to speed up the valuation of large portfolios of variable annuities. It is suitable for advanced undergraduate students, graduate students, and practitioners. It is the goal of this book to describe the computational problems and present the metamodeling approaches in a way that can be accessible to advanced undergraduate students and practitioners. To that end, the book will not only describe the theory of these mathematical approaches, but also present the implementations.
Author: Geoff Cumming
Publisher: Routledge
ISBN: 1136659188
Category : Psychology
Languages : en
Pages : 549
Get Book Here
Book Description
This is the first book to introduce the new statistics - effect sizes, confidence intervals, and meta-analysis - in an accessible way. It is chock full of practical examples and tips on how to analyze and report research results using these techniques. The book is invaluable to readers interested in meeting the new APA Publication Manual guidelines by adopting the new statistics - which are more informative than null hypothesis significance testing, and becoming widely used in many disciplines. Accompanying the book is the Exploratory Software for Confidence Intervals (ESCI) package, free software that runs under Excel and is accessible at www.thenewstatistics.com. The book’s exercises use ESCI's simulations, which are highly visual and interactive, to engage users and encourage exploration. Working with the simulations strengthens understanding of key statistical ideas. There are also many examples, and detailed guidance to show readers how to analyze their own data using the new statistics, and practical strategies for interpreting the results. A particular strength of the book is its explanation of meta-analysis, using simple diagrams and examples. Understanding meta-analysis is increasingly important, even at undergraduate levels, because medicine, psychology and many other disciplines now use meta-analysis to assemble the evidence needed for evidence-based practice. The book’s pedagogical program, built on cognitive science principles, reinforces learning: Boxes provide "evidence-based" advice on the most effective statistical techniques. Numerous examples reinforce learning, and show that many disciplines are using the new statistics. Graphs are tied in with ESCI to make important concepts vividly clear and memorable. Opening overviews and end of chapter take-home messages summarize key points. Exercises encourage exploration, deep understanding, and practical applications. This highly accessible book is intended as the core text for any course that emphasizes the new statistics, or as a supplementary text for graduate and/or advanced undergraduate courses in statistics and research methods in departments of psychology, education, human development , nursing, and natural, social, and life sciences. Researchers and practitioners interested in understanding the new statistics, and future published research, will also appreciate this book. A basic familiarity with introductory statistics is assumed.
