9781420070521: Risk Analysis in Finance and Insurance
Rilegato
ISBN 10: 1420070525 ISBN 13: 9781420070521
Casa editrice: Chapman and Hall/CRC, 2011

Sinossi

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.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Informazioni sull?autore

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.

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

Editore
Chapman and Hall/CRC
Data di pubblicazione
2011
Lingua
Inglese
ISBN 10 
1420070525
ISBN 13 
9781420070521
Rilegatura
Copertina rigida
Numero edizione
2
Numero di pagine
328
Contatto del produttore
Taylor and Francis, GPSR Taylor and Francis
gpsr@taylorandfrancis.com

Taylor & Francis Verlag GmbH, Kaufingerstraße 24
München
80331
Germania

Altre edizioni note dello stesso titolo

9781584884293: Risk Analysis in Finance and Insurance

Edizione in evidenza

ISBN 10:  1584884290 ISBN 13:  9781584884293
Casa editrice: Chapman and Hall/CRC, 2003
Rilegato