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Everyone working in related fields from applied mathematicians to statisticians to actuaries and operations researchers will find this a brilliantly useful prac
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Credit risk is one of the most important contemporary problems for banks and insurance companies. Indeed, for banks, more than forty percent of the equities are
Reliability, Risk, and Safety, Three Volume Set
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Containing papers presented at the 18th European Safety and Reliability Conference (Esrel 2009) in Prague, Czech Republic, September 2009.Reliability, Risk and
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This book provides a detailed study of Financial Mathematics. In addition to the extraordinary depth the book provides, it offers a study of the axiomatic appro
VaR Methodology for Non-Gaussian Finance
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With the impact of the recent financial crises, more attention must be given to new models in finance rejecting “Black-Scholes-Samuelson” assumptions leadin