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Risk analysis in finance and insurance /
The development of quantitative methods based on stochastic analysis is a key achievement of modern financial mathematics. These methods can be extended and applied in the area of actuarial science, which leads to unified methods of risk management in finance and insurance. This interdisciplinary bo...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés Indeterminado |
| Publicado: |
Boca Raton, Fla. :
Chapman and Hall/CRC,
2011.
|
| Edición: | 2nd ed. |
| Colección: | Chapman & Hall/CRC financial mathematics series.
|
| Temas: | |
| Acceso en línea: | Texto completo (Requiere registro previo con correo institucional) |
MARC
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| 100 | 1 | |a Melʹnikov, A. V., |d 1953- | |
| 245 | 1 | 0 | |a Risk analysis in finance and insurance / |c Alexander Melnikov. |
| 250 | |a 2nd ed. | ||
| 260 | |a Boca Raton, Fla. : |b Chapman and Hall/CRC, |c 2011. | ||
| 300 | |a 1 online resource (x, 318 pages) : |b illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 347 | |a text file | ||
| 347 | |a text file |2 rda | ||
| 490 | 1 | |a Chapman & Hall/CRC financial mathematics series | |
| 500 | |a "A Chapman & Hall book." | ||
| 504 | |a Includes bibliographical references (pages 303-309) and index. | ||
| 505 | 0 | |a 1. Introductory concepts of financial risk management and related mathematical tools -- 2. Financial risk management in the binomial model -- 3. Advanced analysis of financial risks : discrete time models -- 4. Analysis of risks : continuous time models -- 5. Fixed income securities : modeling and pricing -- 6. Implementations of risk analysis in various areas of financial industry -- 7. Insurance and reinsurance risks -- 8. Solvency problem for an insurance company : discrete and continuous time models. | |
| 546 | |a Translated into English. | ||
| 520 | |a The development of quantitative methods based on stochastic analysis is a key achievement of modern financial mathematics. These methods can be extended and applied in the area of actuarial science, which leads to unified methods of risk management in finance and insurance. This interdisciplinary book presents an accessible, thorough introduction to the main ideas, methods, and techniques that transform risk management into a quantitative science. It clearly discusses many important notions and facts from mathematics, finance, and insurance, showing how these areas are interconnected. The text. | ||
| 542 | |f Copyright © Chapman and Hall/CRC 2012 |g 2012 | ||
| 590 | |a O'Reilly |b O'Reilly Online Learning: Academic/Public Library Edition | ||
| 650 | 0 | |a Risk management. | |
| 650 | 0 | |a Finance. | |
| 650 | 0 | |a Insurance. | |
| 650 | 0 | |a Economics. | |
| 650 | 2 | |a Risk Management | |
| 650 | 2 | |a Economics | |
| 650 | 2 | |a Insurance | |
| 650 | 6 | |a Gestion du risque. | |
| 650 | 6 | |a Finances. | |
| 650 | 6 | |a Assurance. | |
| 650 | 6 | |a Économie politique. | |
| 650 | 7 | |a risk management. |2 aat | |
| 650 | 7 | |a finance. |2 aat | |
| 650 | 7 | |a insurance. |2 aat | |
| 650 | 7 | |a economics. |2 aat | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Insurance |x Risk Assessment & Management. |2 bisacsh | |
| 650 | 7 | |a Economics. |2 fast |0 (OCoLC)fst00902116 | |
| 650 | 7 | |a Finance. |2 fast |0 (OCoLC)fst00924349 | |
| 650 | 7 | |a Insurance. |2 fast |0 (OCoLC)fst00974532 | |
| 650 | 7 | |a Risk management. |2 fast |0 (OCoLC)fst01098164 | |
| 776 | 0 | 8 | |i Print version: |a Melʹnikov, A.V., 1953- |t Risk analysis in finance and insurance. |b 2nd ed. |d Boca Raton, Fla. : CRC ; London : Taylor & Francis [distributor], ©2011 |z 9781420070521 |w (DLC) 2011283821 |w (OCoLC)540161446 |
| 830 | 0 | |a Chapman & Hall/CRC financial mathematics series. | |
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