Indian Statistical Institute Library, Kolkata

Your cart is empty.

Online Public Access Catalogue (OPAC)
Library,Documentation and Information Science Division

“A research journal serves that narrow

borderland which separates the known from the unknown”

-P.C.Mahalanobis


Normal view MARC view ISBD view

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.
Tags from this library: No tags from this library for this title. Log in to add tags.
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.

There are no comments for this item.

Log in to your account to post a comment.
Library, Documentation and Information Science Division, Indian Statistical Institute, 203 B T Road, Kolkata 700108, INDIA
Phone no. 91-33-2575 2100, Fax no. 91-33-2578 1412, ksatpathy@isical.ac.in


Visitor Counter

IMPLEMENTED BY- AVIOR TECHNOLOGIES