发帖
雷达卡
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.
本帖隐藏的内容
(Chapman & Hall_CRC Financial Mathematics Series) Alexander Melnikov-Risk Anal.pdf
(1.81 MB, 需要: 8 个论坛币)
Series: Chapman & Hall/CRC Financial Mathematics Series (Book 21)
Hardcover: 328 pages
Publisher: Chapman and Hall/CRC; 2 edition (April 25, 2011)
Language: English
ISBN-10: 1420070525
ISBN-13: 978-1420070521
Product Dimensions: 0.9 x 6.1 x 9.2 inches
Shipping Weight: 1.3 pounds
http://www.amazon.com/Analysis-Finance-Insurance-Financial-Mathematics/dp/1420070525/ref=sr_1_1?ie=UTF8&qid=1404304880&sr=8-1&keywords=Risk+Analysis+in+Finance+and+Insurance%2C+Second+Edition
京公网安备 11010802022788号
