Risk Analysis in Finance and Insurance, Third Edition presents an accessible yet comprehensive introduction to the main concepts and methods that transform risk management into a quantitative science.
Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.
Alexander Melnikov is a Professor at the University of Alberta working in stochastic analysis and its applications in finance, statistics and insurance. He is the author of nine books and over one hundred research papers in leading academic journals and venues. He is a Fellow of the Russian Academy of Natural Sciences, a recipient of the Leontiev medal of this academy and the McCalla Professorship of the University of Alberta. In addition to his academic engagements, he held several senior positions in business and professional organizations.
„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.
Anbieter: Grand Eagle Retail, Bensenville, IL, USA
Paperback. Zustand: new. Paperback. Risk Analysis in Finance and Insurance, Third Edition presents an accessible yet comprehensive introduction to the main concepts and methods that transform risk management into a quantitative science. Considering the interdisciplinary nature of risk analysis, the author discusses many important ideas from stochastic analysis, mathematical 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.Features of the third edition12 chapters instead of 8 of the 2nd editions. Two new chapters on Wiener process as a base for financial market modeling. Option pricing in the Bachelier model, the model of Black and Scholes, the Gram-Charlier model. American options and their pricing in the Black-Scholes modelSeveral new notions, topics and results that are not reflected yet in other textbooks, and even in monographs (Binomial model with constraints, detailed exposition of quantile hedging technique, Conditional Value at Risk, Range of Value at Risk, applications to equity-linked life insurance)Can be regarded as a self-contained issue of courses on Mathematical Finance, Actuarial Science and Risk ManagementReplete with new exercises, problems, hints and solutions Risk Analysis in Finance and Insurance, Third Edition presents an accessible yet comprehensive introduction to the main concepts and methods that transform risk management into a quantitative science. This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Bestandsnummer des Verkäufers 9781032391984
Anbieter: LMV Bookstore, Calgary, AB, Kanada
Soft cover. Zustand: Very Good. 3rd Edition. Very good condition, clean inside and out, no writing highlighting marks on any pages. Bestandsnummer des Verkäufers ABE-1780449243472
Anzahl: 1 verfügbar
Anbieter: GreatBookPrices, Columbia, MD, USA
Zustand: New. Bestandsnummer des Verkäufers 49922546-n
Anzahl: Mehr als 20 verfügbar
Anbieter: PBShop.store US, Wood Dale, IL, USA
PAP. Zustand: New. New Book. Shipped from UK. Established seller since 2000. Bestandsnummer des Verkäufers GB-9781032391984
Anbieter: GreatBookPrices, Columbia, MD, USA
Zustand: As New. Unread book in perfect condition. Bestandsnummer des Verkäufers 49922546
Anzahl: Mehr als 20 verfügbar
Anbieter: PBShop.store UK, Fairford, GLOS, Vereinigtes Königreich
PAP. Zustand: New. New Book. Shipped from UK. Established seller since 2000. Bestandsnummer des Verkäufers GB-9781032391984
Anzahl: 1 verfügbar
Anbieter: GreatBookPricesUK, Woodford Green, Vereinigtes Königreich
Zustand: New. Bestandsnummer des Verkäufers 49922546-n
Anzahl: Mehr als 20 verfügbar
Anbieter: Chiron Media, Wallingford, Vereinigtes Königreich
paperback. Zustand: New. Bestandsnummer des Verkäufers 6666-GRD-9781032391984
Anzahl: 1 verfügbar
Anbieter: California Books, Miami, FL, USA
Zustand: New. Bestandsnummer des Verkäufers I-9781032391984
Anzahl: Mehr als 20 verfügbar
Anbieter: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Irland
Zustand: New. 2025. 3rd Edition. paperback. . . . . . Bestandsnummer des Verkäufers V9781032391984
Anzahl: 1 verfügbar