Risk Analysis in Finance and Insurance

Name: Risk Analysis in Finance and Insurance
Brand: Chapman and Hall/CRC
Availability: OutOfStock
Rating: 5 (1 reviews)

By Alexander Melnikov

- Default Title

Description

Reorganized and expanded, this updated book introduces the main ideas, techniques, and stochastic models of financial mathematics. It focuses on the foundations and key concepts of the modern methodology of quantitative financial analysis, explores the problems of managing insurance risks, and examines the multiple intrinsic connections between insurance risks and financial risks. With more examples and problems, this edition contains an expanded section on the foundations of probability and stochastic analysis and covers new topics, including financial markets with stochastic volatility, risk measures, risk-adjusted performance measures, and equity-linked insurance.

Product details

Binding:

Paperback

Edition:

2

Number of Pages:

330

Release Date:

2019-09-26

Publication Date:

2019-09-25

Publisher:

Chapman and Hall/CRC

Languages:

Original: English

ISBN10:

0367382865

ISBN13:

9780367382865

GPSR Manufacturer Reference:

[email protected]

Weight:

503 g

Height:

156 cm

Width:

234 cm

Thickness:

18 cm

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