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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Bibliographic Details
Main Author: Melʹnikov, A. V.
Format: eBook
Language:English
Published: Boca Raton, Fla. Chapman and Hall/CRC 2011
Edition:2nd ed
Series:Chapman & Hall/CRC financial mathematics series
Subjects:
Online Access:
Collection: O'Reilly - Collection details see MPG.ReNa
Description
Summary: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
Item Description:"A Chapman & Hall book."
Physical Description:x, 318 pages illustrations
ISBN:9781420070538
1420070525
1420070533