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Risk Analysis in Finance and Insurance
Date: 17 Dec 2006, 21:13
(Chapman and Hall /Crc Monographs and Surveys in Pure and Applied Mathematics)
Development of quantitative methods based on stochastic analysis is an important
achievement of modern financial mathematics. Risk Analysis in Finance and Insurance offers
the first comprehensive yet accessible introduction to the ideas, methods, and techniques
that have transformed risk management into a quantitative science and led to unified
methods for analyzing risk in both the insurance and the finance arenas. Self-contained
and full of exercises and worked examples, the book serves equally well as a text for
courses in financial and actuarial mathematics and as a professional reference for
financial analysts and actuaries. Ancillary electronic material will be available for
download from the publisher's Web site.
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