PZU Group Develops Market Risk Model for Solvency II Directive Compliance

“MATLAB enabled me to become a programmer even though I had virtually no programming education by making it easy to try ideas on my own. MATLAB is not only a mathematical tool; it handles data file handling, error checking, and other tedious tasks that need to be completed when developing a financial model.”

Zapraszamy do zapoznania się z artykułem "PZU Group Develops Market Risk Model for Solvency II Directive Compliance" autorstwa  Adam Nowickiego (PZU SA), który został opublikowany na portalu mathworks.com

PRZEJDŹ DO ARTYKUŁU

Plot showing how minimizing the differences between real and expected probability densities helps PZU identify the risk-neutral density function.

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