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Risk Analysis in Finance and Insurance

Risk Analysis in Finance and Insurance

Alexander Melnikov

120,42 €
IVA incluido
Disponible
Editorial:
Taylor & Francis Ltd
Año de edición:
2019
Materia
Matemáticas
ISBN:
9780367382865
120,42 €
IVA incluido
Disponible

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Reorganized and expanded, this updated book introduces the main ideas, techniques, and stochastic models of financial mathematics. It focuses on the foundations and key concepts of the modern methodology of quantitative financial analysis, explores the problems of managing insurance risks, and examines the multiple intrinsic connections between insurance risks and financial risks. With more examples and problems, this edition contains an expanded section on the foundations of probability and stochastic analysis and covers new topics, including financial markets with stochastic volatility, risk measures, risk-adjusted performance measures, and equity-linked insurance.

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