regression using splines, are introduced as needed. The classical methods of finance such as portfolio theory, CAPM, and the …:Introduction * Probability and Statistical Models * Returns * Time Series Models * Portfolio Theory * Regression * The Capital Asset Pricing …

The book gives a comprehensive treatment of the classical and modern ruin probability theory. Some of the topics are … computational vehicle and the connection to other applied probability areas, like queueing theory. In this substantially updated and … extended second version, new topics include stochastic control, fluctuation theory for Levy processes, Gerber-Shiu functions …