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...
| Autor principal: | |
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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 |
| Sumario: | 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 book presents an accessible, thorough introduction to the main ideas, methods, and techniques that transform risk management into a quantitative science. It clearly discusses many important notions and facts from mathematics, finance, and insurance, showing how these areas are interconnected. The text |
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| Notas: | Previous ed.: 2004. |
| Descripción Física: | 1 online resource (324 p.) |
| Bibliografía: | Includes bibliographical references. |
| ISBN: | 9780429125959 9781420070538 |
