Risk analysis in finance and insurance / Alexander Melnikov.
Material type:
TextSeries: Chapman & Hall/CRC financial mathematics seriesPublication details: Boca Raton, Fla. : Chapman and Hall/CRC, 2011.Edition: 2nd edDescription: x, 318 p. : ill. ; [ca. 23-29] cmISBN: - 9781420070521
- Also available as an electronic resource.
| Item type | Current library | Call number | Status | Date due | Barcode | Item holds | |
|---|---|---|---|---|---|---|---|
| Books | ISI Library, Kolkata NBHM Collection | 368 M527 (Browse shelf(Opens below)) | Available | 133188 |
"A Chapman & Hall book."
Includes bibliographical references (p. 303-309) and index.
1. Introductory concepts of financial risk management and related mathematical tools -- 2. Financial risk management in the binomial model -- 3. Advanced analysis of financial risks : discrete time models -- 4. Analysis of risks : continuous time models -- 5. Fixed income securities : modeling and pricing -- 6. Implementations of risk analysis in various areas of financial industry -- 7. Insurance and reinsurance risks -- 8. Solvency problem for an insurance company : discrete and continuous time models.
Also available as an electronic resource.
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