[精算专业书籍]Risk analysis in Finance and Insurance

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<p>Risk analysis in Finance and Insurance</p><p>PDF 252 Pages</p><p>ALEXANDER MELNIKOV</p><p>1 Foundations of Financial Risk Management<br/>1.1 Introductory concepts of the securities market. Subject of nancial<br/>mathematics<br/>1.2 Probabilistic foundations of nancial modelling and pricing of contingent<br/>claims<br/>1.3 The binomial model of a nancial market. Absence of arbitrage,<br/>uniqueness of a risk-neutral probability measure, martingale representation.<br/>1.4 Hedging contingent claims in the binomial market model. The Cox-<br/>Ross-Rubinstein formula. Forwards and futures.<br/>1.5 Pricing and hedging American options<br/>1.6 Utility functions and St. Petersburg’s paradox. The problem of optimal<br/>investment.<br/>1.7 The term structure of prices, hedging and investment strategies in the<br/>Ho-Lee model<br/>2 Advanced Analysis of Financial Risks<br/>2.1 Fundamental theorems on arbitrage and completeness. Pricing and<br/>hedging contingent claims in complete and incomplete markets.<br/>2.2 The structure of options prices in incomplete markets and in markets<br/>with constraints. Options-based investment strategies.<br/>2.3 Hedging contingent claims in mean square<br/>2.4 Gaussian model of a nancial market and pricing in exible insurance<br/>models. Discrete version of the Black-Scholes formula.<br/>2.5 The transition from the binomial model of a nancial market to a<br/>continuous model. The Black-Scholes formula and equation.<br/>2.6 The Black-Scholes model. ‘Greek’ parameters in risk management,<br/>hedging under dividends and budget constraints. Optimal investment.<br/>2.7 Assets with xed income<br/>2.8 Real options: pricing long-term investment projects<br/>2.9 Technical analysis in risk management<br/>3 Insurance Risks. Foundations of Actuarial Analysis<br/>3.1 Modelling risk in insurance and methodologies of premium calculations<br/>3.2 Probability of bankruptcy as a measure of solvency of an insurance<br/>company<br/>3.2.1 Cram´er-Lundberg model<br/>3.2.2 Mathematical appendix 1<br/>3.2.3 Mathematical appendix 2<br/>3.2.4 Mathematical appendix 3<br/>3.2.5 Mathematical appendix 4<br/>3.3 Solvency of an insurance company and investment portfolios<br/>3.3.1 Mathematical appendix 5<br/>3.4 Risks in traditional and innovative methods in life insurance<br/>3.5 Reinsurance risks<br/>3.6 Extended analysis of insurance risks in a generalized Cram´er-<br/>Lundberg model<br/>A Software Supplement: Computations in Finance and Insurance<br/>B Problems and Solutions<br/>B.1 Problems for Chapter 1<br/>B.2 Problems for Chapter 2<br/>B.3 Problems for Chapter 3</p><p> </p><p><br/> 256866.pdf (1.92 MB, 需要: 12 个论坛币)

2008-10-16 21:22:00 上传

Risk analysis in Finance and Insurance
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[此贴子已经被作者于2008-10-20 8:53:36编辑过]

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关键词：Insurance Analysis Finance insuran Analysi Insurance concepts market 精算 书籍

我的钱太少，呵呵！靠救济金呢！

太贵了，不过真想买来看看

看着这本书就馋呀,继续攒钱吧!!!<br/>

哎，没钱啊<br/><br/>

<p>看来都挺穷</p>

为什么不免费呢？

Thanks a lot!!Get it, nice book!! Good for sharing!! Bless you!!<br/><br/>

<p>Thanks a lot!!<br/>But it is very expensive</p><p></p>

Not enough money!! TRy to make money, I will be back later!!<br/>