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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| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Boca Raton, Fla. : London :
CRC ; Taylor & Francis
c2012.
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| Edición: | 2nd ed |
| Colección: | Chapman & Hall/CRC monographs and surveys in pure and applied mathematics.
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| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009627669206719 |
Tabla de Contenidos:
- Front Cover; Preface to 2nd edition; Introduction; Contents; 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; Appendix A: Problems
- Appendix B: Bibliographic RemarksBibliography; Glossary of Notation
