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: Melnikov, A. V., 1953- (-)
Format: eBook
Language:Inglés
Published: Boca Raton, Fla. : London : CRC ; Taylor & Francis c2012.
Edition:2nd ed
Series:Chapman & Hall/CRC monographs and surveys in pure and applied mathematics.
Subjects:
See on Biblioteca Universitat Ramon Llull:https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009627669206719
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:Previous ed.: 2004.
Physical Description:1 online resource (324 p.)
Bibliography:Includes bibliographical references.
ISBN:9780429125959
9781420070538