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“raimondo manca”

Showing 1 - 7 of 7 results for “raimondo manca”
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  • Semi-Markov Migration Models for Credit Risk

    by Guglielmo D'Amico, Giuseppe Di Biase, Jacques Janssen, Raimondo Manca ...
    Credit risk is one of the most important contemporary problems for banks and insurance companies. Indeed, for banks, more than forty percent of the equities are necessary to cover this risk. Though this problem is studied by large rating agencies with substantial economic, social and financial tools, building stochastic models is nevertheless necessary to complete this descriptive orientation.This ... Read more

    $174.99 CAD

  • VaR Methodology for Non-Gaussian Finance

    by Marine Habart-Corlosquet, Jacques Janssen, Raimondo Manca ...
    With the impact of the recent financial crises, more attention must be given to new models in finance rejecting “Black-Scholes-Samuelson” assumptions leading to what is called non-Gaussian finance. With the growing importance of Solvency II, Basel II and III regulatory rules for insurance companies and banks, value at risk (VaR) – one of the most popular risk indicator techniques plays a ... Read more

    $174.99 CAD

  • Basic Stochastic Processes

    by Pierre Devolder, Jacques Janssen, Raimondo Manca ...
    This book presents basic stochastic processes, stochastic calculus including Lévy processes on one hand, and Markov and Semi Markov models on the other. From the financial point of view, essential concepts such as the Black and Scholes model, VaR indicators, actuarial evaluation, market values, fair pricing play a central role and will be presented.The authors also present basic concepts so that ... Read more

    $174.99 CAD

  • Mathematical Finance

    Deterministic and Stochastic Models

    by Jacques Janssen, Raimondo Manca, Ernesto Volpe ...
    This book provides a detailed study of Financial Mathematics. In addition to the extraordinary depth the book provides, it offers a study of the axiomatic approach that is ideally suited for analyzing financial problems. This book is addressed to MBA's, Financial Engineers, Applied Mathematicians, Banks, Insurance Companies, and Students of Business School, of Economics, of Applied Mathematics, of ... Read more

    $327.99 CAD

  • Stochastic Methods for Pension Funds

    by Jacques Janssen, Raimondo Manca, Pierre Devolder ...
    Quantitative finance has become these last years a extraordinary field of research and interest as well from an academic point of view as for practical applications.At the same time, pension issue is clearly a major economical and financial topic for the next decades in the context of the well-known longevity risk. Surprisingly few books are devoted to application of modern stochastic calculus to ... Read more

    $211.99 CAD

  • Applied Diffusion Processes from Engineering to Finance

    by Jacques Janssen, Oronzio Manca, Raimondo Manca ...
    The aim of this book is to promote interaction between engineering, finance and insurance, as these three domains have many models and methods of solution in common for solving real-life problems. The authors point out the strict inter-relations that exist among the diffusion models used in engineering, finance and insurance. In each of the three fields, the basic diffusion models are presented ... Read more

    $211.99 CAD

  • Asset and Liability Management for Banks and Insurance Companies

    by William Gehin, Jacques Janssen, Raimondo Manca, Marine Corlosquet-Habart ...
    This book introduces ALM in the context of banks and insurance companies. Although this strategy has a core of fundamental frameworks, models may vary between banks and insurance companies because of the different risks and goals involved. The authors compare and contrast these methodologies to draw parallels between the commonalities and divergences of these two services and thereby provide a ... Read more

    $188.99 CAD