TY  - BOOK
AU  - Mel�nikov,A.V.
TI  - Risk analysis in finance and insurance
T2  - Chapman & Hall/CRC financial mathematics series
SN  - 9781420070521
PY  - 2011///
CY  - Boca Raton, Fla.
PB  - Chapman and Hall/CRC
KW  - Risk management
KW  - Finance
KW  - Insurance
N1  - "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
ER  -