Risk analysis in finance and insurance / Alexander Melnikov.
Material type:
- 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 |
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347.9 F464 Evolving role of statistical assessments as evidence inthe courts | 362.7 Sch325 Child survival : anthropological perspectives on the treatment and maltreatment of children | 363.70015118 M545 Environmental data analysis with MatLab | 368 M527 Risk analysis in finance and insurance / | 368.01 B725 Modern acturial theory and practice | 368.01 B786 Actuarial mathematics | 368.01 B786 Actuarial mathematics |
"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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