Risk analysis in finance and insurance
著者
書誌事項
Risk analysis in finance and insurance
（Chapman & Hall/CRC financial mathematics series）
Chapman & Hall/CRC, c2011
2nd ed.
- hardback
大学図書館所蔵 件 / 全15件
-
該当する所蔵館はありません
- すべての絞り込み条件を解除する
注記
Includes bibliographical references and index
内容説明・目次
内容説明
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.
目次
Financial Risk Management and Related Mathematical Tools. Financial Risk Management in the Binomial Model. Advanced Analysis of Financial Risks: Discrete Time Models. Analysis of Risks: Continuous Time Models. Fixed Income Securities: Modeling and Pricing. Implementations of Risk Analysis in Various Areas of Financial Industry. Insurance and Reinsurance Risks. Solvency Problem for an Insurance Company. Appendices. Bibliography. Glossary of Notation. Index.
「Nielsen BookData」 より