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Data Science and Risk Analytics in Finance and Insurance
Engelsk
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Specifikationer
Sprog:
Engelsk
Sider:
366
ISBN-13:
9781439839485
Indbinding:
Hardback
ISBN-10:
1439839484
Udg. Dato:
2 okt 2024
Størrelse i cm:
23,4 x 15,6
Serie:
Chapman and Hall/CRC Financial Mathematics Series
Oplagsdato:
2 okt 2024
Forfatter(e):

Data Science and Risk Analytics in Finance and Insurance

Engelsk
Hardback 2024
Format:

Bog beskrivelse

This book presents statistics and data science methods for risk analytics in quantitative finance and insurance. Part I covers the background, financial models, and data analytical methods for market risk, credit risk, and operational risk in financial instruments, as well as models of risk premium and insolvency in insurance contracts. Part II provides an overview of machine learning (including supervised, unsupervised, and reinforcement learning), Monte Carlo simulation, and sequential analysis techniques for risk analytics. In Part III, the book offers a non-technical introduction to four key areas in financial technology: artificial intelligence, blockchain, cloud computing, and big data analytics.

Key Features:

  • Provides a comprehensive and in-depth overview of data science methods for financial and insurance risks.
  • Unravels bandits, Markov decision processes, reinforcement learning, and their interconnections.
  • Promotes sequential surveillance and predictive analytics for abrupt changes in risk factors.
  • Introduces the ABCDs of FinTech: Artificial intelligence, blockchain, cloud computing, and big data analytics.
  • Includes supplements and exercises to facilitate deeper comprehension.
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Specifikationer
Sprog:
Engelsk
Sider:
366
ISBN-13:
9781439839485
Indbinding:
Hardback
ISBN-10:
1439839484
Udg. Dato:
2 okt 2024
Størrelse i cm:
23,4 x 15,6
Serie:
Chapman and Hall/CRC Financial Mathematics Series
Oplagsdato:
2 okt 2024
Forfatter(e):
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