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Risk analysis in finance and insurance / Alexander Melnikov.

By: Mel�nikov, A. V, 1953-.
Material type: TextTextSeries: Chapman & Hall/CRC financial mathematics series: Publisher: Boca Raton, Fla. : Chapman and Hall/CRC, 2011Edition: 2nd ed.Description: x, 318 p. : ill. ; [ca. 23-29] cm.ISBN: 9781420070521.Subject(s): Risk management | Finance | InsuranceAlso available as an electronic resource.
Contents:
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.
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Item type Current location Call number Status Date due Barcode Item holds
Books Books ISI Library, Kolkata
 
NBHM Collection
368 M527 (Browse shelf) Available 133188
Total holds: 0

"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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