Risk Analysis in Finance and Insurance (Chapman & Hall/Crc Financial Mathematics Series) - Hardcover

Buch 18 von 71: Chapman and Hall/CRC Financial Mathematics

Melnikov, Alexander

 
9781420070521: Risk Analysis in Finance and Insurance (Chapman & Hall/Crc Financial Mathematics Series)
Hardcover
ISBN 10: 1420070525 ISBN 13: 9781420070521
Verlag: Taylor & Francis Ltd, 2011

Inhaltsangabe

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.

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Über die Autorin bzw. den Autor

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.

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Verlag
Taylor & Francis Ltd
Erscheinungsdatum
2011
Sprache
Englisch
ISBN 10 
1420070525
ISBN 13 
9781420070521
Einband
Gebundene Ausgabe
Auflage
2
Anzahl der Seiten
318
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
Buchbär
info@buchbaer.de

Weberstr. 67
Osnabrück
49084
Deutschland

Weitere beliebte Ausgaben desselben Titels

9781584884293: Risk Analysis in Finance and Insurance (Monographs & Surveys in Pure & Applied Math, Band 131)

Vorgestellte Ausgabe

ISBN 10:  1584884290 ISBN 13:  9781584884293
Verlag: Chapman & Hall/CRC, 2003
Hardcover