Risk Analysis in Finance and Insurance - Couverture rigide

Livre 18 sur 71: Chapman and Hall/CRC Financial Mathematics

Melnikov, Alexander

 
9781420070521: Risk Analysis in Finance and Insurance
Couverture rigide
ISBN 10 : 1420070525 ISBN 13 : 9781420070521
Editeur : Chapman & Hall/CRC, 2011

Synopsis

Risk Analysis in Finance and Insurance, Second Edition presents an accessible yet comprehensive introduction to the main concepts and methods that transform risk management into a quantitative science. Taking into account the interdisciplinary nature of risk analysis, the author discusses many important ideas from mathematics, finance, and actuarial science in a simplified manner. He explores the interconnections among these disciplines and encourages readers toward further study of the subject. This edition continues to study risks associated with financial and insurance contracts, using an approach that estimates the value of future payments based on current financial, insurance, and other information.

New to the Second Edition

  • Expanded section on the foundations of probability and stochastic analysis
  • Coverage of new topics, including financial markets with stochastic volatility, risk measures, risk-adjusted performance measures, and equity-linked insurance
  • More worked examples and problems

Reorganized and expanded, this updated book illustrates how to use quantitative methods of stochastic analysis in modern financial mathematics. These methods can be naturally extended and applied in actuarial science, thus leading to unified methods of risk analysis and management.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de l?auteur

Alexander Melnikov is a professor in the Department of Mathematical and Statistical Sciences at the University of Alberta. Dr. Melnikov's research interests include mathematical finance and risk management, insurance and actuarial science, statistics and stochastic analysis, and stochastic differential equations and their applications.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Chapman & Hall/CRC
Date d'édition
2011
Langue
anglais
ISBN 10 
1420070525
ISBN 13 
9781420070521
Reliure
Relié
Numéro d'édition
2
Nombre de pages
318
Coordonnées du fabricant
non disponible
Personne responsable
non disponible

Autres éditions populaires du même titre

9781584884293: Risk Analysis in Finance and Insurance

Edition présentée

ISBN 10 :  1584884290 ISBN 13 :  9781584884293
Editeur : Chapman & Hall/CRC, 2003
Couverture rigide