Summary |
The collection published here gathers some of the papers presented at the conference MAF2006 and successively worked out to this aim. They cover a wide variety of subject:
• Mathematical Models for insurance
Insurance Portfolio Risk Analysis, Solvency, Longevity Risk, Actuarial models, management in insurance Business, Stochastic models in insurance.
• Statistical Methods for Finance
Analysis of High Frequency Data, Data Mining, Nonparametric methods for the analysis of financial time series, Forecasting from Dynamic Phenomena, Artificial Neural Network, Multivariate Methods for the Analysis of Financial Markets.
• Mathematical Tools in Finance
Stock Market Risk and Selection, Mathematical Models for Derivatives, Stochastic Models for Finance, Stochastic Optimization.
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