LIBROS DEL AUTOR: donatien hainaut

5 resultados para LIBROS DEL AUTOR: donatien hainaut

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  • Continuous Time Processes for Finance
    Donatien Hainaut
    This book explores recent topics in quantitative finance with an emphasis on applications and calibration to time-series. This last aspect is often neglected in the existing mathematical finance literature while it is crucial for risk management. The first part of this book focuses on switching regime processes that allow to model economic cycles in financial markets. After a p...
    Disponible

    47,51 €

  • Effective Statistical Learning Methods for Actuaries II
    Donatien Hainaut / Julien Trufin / Michel Denuit
    This book summarizes the state of the art in tree-based methods for insurance: regression trees, random forests and boosting methods. It also exhibits the tools which make it possible to assess the predictive performance of tree-based models. Actuaries need these advanced analytical tools to turn the massive data sets now at their disposal into opportunities.The exposition alte...
    Disponible

    68,46 €

  • Effective Statistical Learning Methods for Actuaries III
    Donatien Hainaut / Julien Trufin / Michel Denuit
    This book reviews some of the most recent developments in neural networks, with a focus on applications in actuarial sciences and finance. It simultaneously introduces the relevant tools for developing and analyzing neural networks, in a style that is mathematically rigorous yet accessible.Artificial intelligence and neural networks offer a powerful alternative to statistical m...
    Disponible

    68,56 €

  • Effective Statistical Learning Methods for Actuaries I
    Donatien Hainaut / Julien Trufin / Michel Denuit
    This book summarizes the state of the art in generalized linear models (GLMs) and their various extensions: GAMs, mixed models and credibility, and some nonlinear variants (GNMs). In order to deal with tail events, analytical tools from Extreme Value Theory are presented. Going beyond mean modeling, it considers volatility modeling (double GLMs) and the general modeling of loca...
    Disponible

    69,20 €

  • Asset Liability Management -Individual and institutional approaches
    Hainaut Donatien
    One of the most common issues studied in finance is that of an economic unit who aims at maximizing his expected lifetime utility from consumption and/or terminal wealth, by an effective asset-liability management. In this book, we revisit this theme and focuses on two categories of economic agents: the individual and institutional investors. The first part of this manuscript a...
    Disponible

    97,36 €