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The concepts and practice of mathematical finance

For those starting out as practitioners of mathematical finance, this is an ideal introduction. It provides the reader with a clear understanding of the intuition behind derivatives pricing, how models are implemented, and how they are used and adapted in ... read more >>

Survival analysis. Techniques for censored and truncated data

Applied statisticians in many fields must frequently analyse time-to-event data. While the statistical tools presented in this book are applicable to data from medicine, biology, public health, epidemiology, engineering, economics, and demography, the ... read more >>

Strategic asset allocation. Portfolio choice for long-term investors

In this book the authors go beyond the usual capital-markets research monographs that survey a broad swath of asset pricing and investment theory. Instead, they dig deeply into how an individual investor would best allocate wealth into broad asset classes ... read more >>

Stochastic processes with applications to finance

Using an approach that views sophisticated stochastic calculus as based on a simple class of discrete processes - "random walks" - this book first provides an elementary introduction to the relevant areas of real analysis and probability. The author then ... read more >>

Stochastic differential equations. An introduction with applications (6th ed)

This book gives an introduction to the basic theory of stochastic calculus and its applications. [SKU: TBSTDFEQ] ... read more >>

Stochastic calculus and financial applications

This book is designed for students who want to develop professional skills in stochastic calculus and its application to problems in finance. The Wharton School course on which the book is based is designed for energetic students who have had some ... read more >>

Security market imperfections in world wide equity markets

Security market imperfections, which are not consistent with existing theories, concern the relationship between stock returns and variables and seasonal effects. This book provides the most complete and current account of work in the area. Leading ... read more >>

Risk management. Challenge and opportunity

This book broadly deals with all aspects of risk management which have undergone significant innovation in recent years. It has been written for academics as well as practitioners, in particular finance specialists. It is the only volume to date which ... read more >>

Project risk management. Processes, techniques and insights (2nd ed)

This extensively revised second edition builds on the success of the original book in showing how critical an understanding of risk management is in the estimating, planning, implementation and realization of any project, large or small. The book sets out ... read more >>

Economics for business (5th ed)

This book provides coverage of microeconomic, macroeconomic and international economic issues for business students. With its direct and understandable approach the book continues to focus on applying economic principles to the real world of business. ... read more >>

Nonlife actuarial models. Theory, methods and evaluations

Actuaries must pass exams, but more importantly they must put that knowledge into practice. Ideal for those apporaching their exams, this book is also a class-tested textbook for undergraduate university courses in actuarial science. The book also covers ... read more >>

Mortality studies

This book provides a fairly extensive treatment of occurrence rates, exposed to risk, multiple-state models, graduation, selection, standard tables and various demographic topics, including mortality and population projections. There are many examples and ... read more >>

Modern portfolio theory and investment analysis (8th ed)

An update of a classic book in the field, Modern Portfolio Theory examines the characteristics and analysis of individual securities as well as the theory and practice of optimally combining securities into portfolios. It stresses the economic intuition ... read more >>

Mixed Poisson processes

Mixed Poisson processes have until now been studied by scientists primarily interested in either insurance mathematics or joint processes. Often work in one area has been carried out without knowledge of the other. Mixed Poisson processes is the first book ... read more >>

Methods of mathematical finance

This book is the sequel to Brownian motion and stochastic calculus by the same authors. [SKU: TBMMFIN] ... read more >>

Martingale methods in financial modelling (2nd ed)

This book provides a comprehensive, self-contained and up-to-date treatment of the main topics in the theory of option pricing. [SKU: TBMRTFM2] ... read more >>

Life contingencies

This book, in conjunction with the ActEd course, may be helpful to students studying certain actuarial examinations. In conjunction with the same author's Advanced life contingencies, this book provides a general reference work on life ... read more >>

Life assurance mathematics (Scott)

This book, in conjunction with the ActEd course, may be helpful to students studying certain actuarial examinations. The book is also a useful reference on life contingencies, and includes chapters on pensions, sickness functions and multiple-state ... read more >>

Genetics in society

Essential reading for all those who are interested in developing their knowledge about genetics and where actuaries can 'add value', this publication explores genetic advances from a range of perspectives - medical, social and financial. Chapters ... read more >>

Insurance from underwriting to derivatives

Over recent years the insurance industry has faced a period of rapid change and consolidation, with recent natural and man-made disasters highlighting the problems that the industry faces. Yet this has also been a time of opportunity with the traditional ... read more >>