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Risk Analysis in Finance and Insurance
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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