Risk Analysis in Finance and Insurance

List of contents

Financial Risk Management and Related Mathematical Tools. Financial Risk Management in the Binomial Model. Advanced Analysis of Financial Risks: Discrete Time Models. Analysis of Risks: Continuous Time Models. Fixed Income Securities: Modeling and Pricing. Implementations of Risk Analysis in Various Areas of Financial Industry. Insurance and Reinsurance Risks. Solvency Problem for an Insurance Company. Appendices. Bibliography. Glossary of Notation. Index.

About the author

Alexander Melnikov is a professor in the Department of Mathematical and Statistical Sciences at the University of Alberta. Dr. Melnikov’s research interests include mathematical finance and risk management, insurance and actuarial science, statistics and stochastic analysis, and stochastic differential equations and their applications.

Product details

• Authors: Alexander Melnikov, Melnikov Alexander
• Publisher: Taylor & Francis Ltd.
• Languages: English
• Product format: Paperback / Softback
• Released: 25.09.2019
• EAN: 9780367382865
• ISBN: 978-0-367-38286-5
• No. of pages: 328
• Series: Chapman and Hall/CRC Financial Mathematics Series
• Subjects: Social sciences, law, business > Business > Advertising, marketing; BUSINESS & ECONOMICS / Decision-Making & Problem Solving, BUSINESS & ECONOMICS / Insurance / General, Management decision making, Insurance & actuarial studies, Insurance and actuarial studies