Risk Analysis in Finance and Insurance (Paperback)

Lingua: inglese

Editore: Taylor & Francis Ltd, 2025

1032391987 / 9781032391984

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Venditore AbeBooks dal 29 giugno 2022

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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 our UK warehouse or from our Australian or US warehouses, depending on stock availability.…

Codice articolo 9781032391984

Titolo
Risk Analysis in Finance and Insurance (Paperback)
Autore
Alexander Melnikov
Editore
Taylor & Francis Ltd
Anno di pubblicazione
2025
Condizione
new
Rilegatura
Paperback
Lingua
inglese
ISBN 10
1032391987
ISBN 13
9781032391984
Edizione
terza edizione

CitiRetail

Stevenage, Regno Unito

Venditore con 5 stelle

Venditore AbeBooks dal 29 giugno 2022

Tariffe di spedizione da Regno Unito a U.S.A.

ArticoloDa 7 a 14 giorni lavorativiDa 7 a 60 giorni lavorativi
Primo articoloEUR 43,95EUR 43,95
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