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Risk analysis in finance and insurance

Author: A V Melʹnikov
Publisher: Boca Raton, Fla. : CRC ; London : Taylor & Francis [distributor], ©2011.
Series: Chapman & Hall/CRC monographs and surveys in pure and applied mathematics, 131
Edition/Format:   Book : English : 2nd edView all editions and formats
Database:WorldCat
Summary:

The development of quantitative methods based on stochastic analysis is a key achievement of modern financial mathematics. This book presents an introduction to the main ideas, methods, and  Read more...

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Details

Document Type: Book
All Authors / Contributors: A V Melʹnikov
ISBN: 9781420070521 1420070525
Language Note: Translated into English.
OCLC Number: 540161446
Notes: Previous edition: 2004.
Description: x, 318 pages ; 24 cm.
Contents: 1. Introductory concepts of financial risk management and related mathematical tools --
2. Financial risk management in the binomial model --
3. Advanced analysis of financial risks : discrete time models --
4. Analysis of risks : continuous time models --
5. Fixed income securities : modeling and pricing --
6. Implementations of risk analysis in various areas of financial industry --
7. Insurance and reinsurance risks --
8. Solvency problem for an insurance company : discrete and continuous time models.
Series Title: Chapman & Hall/CRC monographs and surveys in pure and applied mathematics, 131
Responsibility: Alexander Melʹnikov.
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"... a well-chosen collection of topics from risk analysis and management for finance and actuarial science illustrated with solved problems." -Christel Geiss, Mathematical Reviews, November 2013 Read more...

 
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