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CRC Press Data Science and Risk Analytics in Finance and Insurance: Financial Models and Statistical Methods (Chapman and Hall/CRC Financial Mathematics Series)

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£69.99 £54.83 £58.14 £61.45 £64.75 £68.06 £71.37 09 June 2024 08 November 2024 10 April 2025 09 September 2025 09 February 2026

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Description

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.

Product Specifications

Format
Hardcover
Domain
Amazon UK
Release Date
05 August 2016
Listed Since
11 January 2010

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