| 000 | 01835nam a2200373Ia 4500 | ||
|---|---|---|---|
| 001 | CAH00CE0525PDF | ||
| 003 | BD-DhSAU | ||
| 005 | 20151012144310.0 | ||
| 006 | m|||||o||d|||||||| | ||
| 007 | cr|||| | ||
| 008 | 110525s2011 fluad sb 001 0 eng d | ||
| 020 | _a9781420070538 (ebook : PDF) | ||
| 040 |
_aBD-DhSAU _cBD-DhSAU |
||
| 090 |
_aHD61 _b.M45 2011 |
||
| 092 |
_a658.155 _bM527 |
||
| 100 | 1 |
_aMel�nikov, A. V., _d1953- |
|
| 245 | 1 | 0 |
_aRisk analysis in finance and insurance _h[electronic resource] / _cAlexander Melnikov. |
| 250 | _a2nd ed. | ||
| 260 |
_aBoca Raton, Fla. : _bChapman and Hall/CRC, _c2011. |
||
| 300 |
_ax, 318 p. : _bill. |
||
| 490 | 1 | _aChapman & Hall/CRC financial mathematics series | |
| 500 | _a"A Chapman & Hall book." | ||
| 504 | _aIncludes bibliographical references (p. 303-309) and index. | ||
| 505 | 0 | _a1. 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. | |
| 530 | _aAlso available in print edition. | ||
| 538 | _aMode of access: World Wide Web. | ||
| 650 | 0 | _aRisk management. | |
| 650 | 0 | _aFinance. | |
| 650 | 0 | _aInsurance. | |
| 655 | 7 |
_aElectronic books. _2lcsh |
|
| 776 | 1 | _z9781420070521 | |
| 830 | 0 | _aChapman & Hall/CRC financial mathematics series. | |
| 856 | 4 | 0 |
_uhttp://marc.crcnetbase.com/isbn/9781420070538 _qapplication/PDF |
| 999 |
_c12129 _d12128 |
||