Búsqueda de LIBROS DEL AUTOR: alexander melnikov

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  • OPTIONAL PROCESSES
    MOHAMED ABDELGHANI / ALEXANDER MELNIKOV
    It is well-known that modern stochastic calculus has been exhaustively developed under usual conditions. Despite such a well-developed theory, there is evidence to suggest that these very convenient technical conditions cannot necessarily be fulfilled in real-world applications. Optional Processes: Theory and Applications seeks to delve into the existing theory, new development...

    $1,360.00

  • EQUITY-LINKED LIFE INSURANCE
    ALEXANDER MELNIKOV / AMIR NOSRATI
    This book focuses on the application of the partial hedging approach from modern math finance to equity-linked life insurance contracts. It provides an accessible, up-to-date introduction to quantifying financial and insurance risks. The book also explains how to price innovative financial and insurance products from partial hedging perspectives. Each chapter presents the probl...

    $1,360.00

  • RISK ANALYSIS IN FINANCE AND INSURANCE
    ALEXANDER MELNIKOV
    Risk Analysis in Finance and Insurance, Second Edition presents an accessible yet comprehensive introduction to the main concepts and methods that transform risk management into a quantitative science. Taking into account the interdisciplinary nature of risk analysis, the author discusses many important ideas from mathematics, finance, and actuarial science in a simplified mann...

    $1,800.00

  • RISK ANALYSIS IN FINANCE AND INSURANCE
    ALEXANDER MELNIKOV
    Risk Analysis in Finance and Insurance, Third Edition presents an accessible yet comprehensive introduction to the main concepts and methods that transform risk management into a quantitative science. Considering the interdisciplinary nature of risk analysis, the author discusses many important ideas from stochastic analysis, mathematical finance and actuarial science in a simp...

    $1,600.00