Risk Analysis in Finance and Insurance
Language: English
Published by Chapman & Hall, 2011
Series: Book 18 of 71 - Chapman and Hall/CRC Financial Mathematics
- Hardcover
- Used
Seller: Anybook.com, Lincoln, United KingdomAnybook.com
AbeBooks seller since December 22, 1999
Condition: Used - Fair
£ 45.92
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Add to basketItem description from seller
This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In fair condition, suitable as a study copy. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,650grams, ISBN:9781420070521.
Seller Inventory # 9549907
- Title
- Risk Analysis in Finance and Insurance
- Author
- Melnikov, Alexander
- Publisher
- Chapman & Hall
- Publication year
- 2011
- Condition
- Fair
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 1420070525
- ISBN 13
- 9781420070521
- Edition
- 2nd Edition
- Item weight
- 650 grams
- Series
- Book 18 of 71: Chapman and Hall/CRC Financial Mathematics
- Seller catalogs
- Economics
Risk Analysis in Finance and Insurance, Second Edition presents an accessible yet comprehensive introduction to the main concepts and methods that transform risk management into a quantitative science. Taking into account the interdisciplinary nature of risk analysis, the author discusses many important ideas from mathematics, finance, and actuarial science in a simplified manner. He explores the interconnections among these disciplines and encourages readers toward further study of the subject. This edition continues to study risks associated with financial and insurance contracts, using an approach that estimates the value of future payments based on current financial, insurance, and other information.
New to the Second Edition
- Expanded section on the foundations of probability and stochastic analysis
- Coverage of new topics, including financial markets with stochastic volatility, risk measures, risk-adjusted performance measures, and equity-linked insurance
- More worked examples and problems
Reorganized and expanded, this updated book illustrates how to use quantitative methods of stochastic analysis in modern financial mathematics. These methods can be naturally extended and applied in actuarial science, thus leading to unified methods of risk analysis and management.
"Synopsis" may belong to another edition of this title.
About the Author
Alexander Melnikov is a professor in the Department of Mathematical and Statistical Sciences at the University of Alberta. Dr. Melnikov’s research interests include mathematical finance and risk management, insurance and actuarial science, statistics and stochastic analysis, and stochastic differential equations and their applications.
"About the title" may belong to another edition of this title.
Anybook.com
Lincoln, United Kingdom
AbeBooks seller since December 22, 1999
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