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Risk analysis in finance and insurance
Author
Title
Risk analysis in finance and insurance / Alexander Melnikov.
ISBN
9781420070538
1420070533
1420070525
9781420070521
9781420070521
9780429125959
042912595X
9780367382865
0367382865
Edition
2nd ed.
Published
Boca Raton, Fla. : Chapman and Hall/CRC, 2011.
Physical Description
1 online resource (x, 318 pages) : illustrations
Local Notes
Access is available to the Yale community.
Notes
"A Chapman & Hall book."
Translated into English.
Access and use
Access restricted by licensing agreement.
Summary
The development of quantitative methods based on stochastic analysis is a key achievement of modern financial mathematics. These methods can be extended and applied in the area of actuarial science, which leads to unified methods of risk management in finance and insurance. This interdisciplinary book presents an accessible, thorough introduction to the main ideas, methods, and techniques that transform risk management into a quantitative science. It clearly discusses many important notions and facts from mathematics, finance, and insurance, showing how these areas are interconnected. The text.
Variant and related titles
O'Reilly Safari. OCLC KB.
Other formats
Print version: Melʹnikov, A.V., 1953- Risk analysis in finance and insurance. 2nd ed. Boca Raton, Fla. : CRC ; London : Taylor & Francis [distributor], ©2011
Format
Books / Online
Language
English
Added to Catalog
February 14, 2024
Series
Chapman & Hall/CRC financial mathematics series
Bibliography
Includes bibliographical references (pages 303-309) and index.
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.
Subjects
Subjects (Medical)
Risk Management
Economics
Insurance
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Citation
