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...

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Bibliographische Detailangaben
Beteilige Person: Melʹnikov, A. V. 1953- (VerfasserIn)
Format: Elektronisch E-Book
Sprache:Englisch
Veröffentlicht: Boca Raton, Fla. Chapman and Hall/CRC 2011
Ausgabe:2nd ed.
Schriftenreihe:Chapman & Hall/CRC financial mathematics series
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Links:https://learning.oreilly.com/library/view/-/9781420070538/?ar
Zusammenfassung: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.
Beschreibung:"A Chapman & Hall book.". - Includes bibliographical references (pages 303-309) and index
Umfang:1 Online-Ressource (x, 318 Seiten) Illustrationen
ISBN:9781420070538
1420070533
1420070525
9781420070521