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1、RiskAnalysisinFinanceandInsuranceSecondEditionC0525_FM.indd12/23/112:46PMCHAPMAN&HALL/CRCFinancialMathematicsSeriesAimsandscope:Thefieldoffinancialmathematicsformsanever-expandingsliceofthefinancialsector.Thisseriesaimstocapturenewdevelopmentsandsummarizewhatisknownoverthewholespectrumofthisfiel
2、d.Itwillincludeabroadrangeoftextbooks,referenceworksandhandbooksthataremeanttoappealtobothacademicsandpractitioners.Theinclusionofnumericalcodeandconcretereal-worldexamplesishighlyencouraged.SeriesEditorsM.A.H.DempsterDilipB.MadanRamaContCentreforFinancialResearchRobertH.SmithSchoolCenterforFina
3、ncialDepartmentofPureofBusinessEngineeringMathematicsandStatisticsUniversityofMarylandColumbiaUniversityUniversityofCambridgeNewYorkPublishedTitlesAmerican-StyleDerivatives;ValuationandComputation,JeromeDetempleAnalysis,Geometry,andModelinginFinance:AdvancedMethodsinOptionPricing, PierreHenry-La
4、bordèreCreditRisk:Models,Derivatives,andManagement,NiklasWagnerEngineeringBGM,AlanBraceFinancialModellingwithJumpProcesses,RamaContandPeterTankovInterestRateModeling:TheoryandPractice,LixinWuIntroductiontoCreditRiskModeling,SecondEdition,ChristianBluhm,LudgerOverbeck,and ChristophWagnerIntroduct
5、iontoStochasticCalculusAppliedtoFinance,SecondEdition, DamienLambertonandBernardLapeyreMonteCarloMethodsandModelsinFinanceandInsurance,RalfKorn,ElkeKorn, andGeraldKroisandtNumericalMethodsforFinance,JohnA.D.Appleby,DavidC.Edelman,andJohnJ.H.MillerPortfolioOptimizationandPerformanceAnalysis,Jean-
6、LucPrigentQuantitativeFundManagement,M.A.H.Dempster,GeorgPflug,andGautamMitraRiskAnalysisinFinanceandInsurance,SecondEdition,AlexanderMelnikovRobustLiborModellingandPricingofDerivativeProducts,JohnSchoenmakersStochasticFinance:ANumeraireApproach,JanVecerStochasticFinancialModels,DouglasKennedySt
7、ructuredCreditPortfolioAnalysis,Baskets&CDOs,ChristianBluhmandLudgerOverbeckUnderstandingRisk:TheTheoryandPracticeofFinancialRiskManagement,DavidMurphyUnravellingtheCreditCrunch,DavidMurphyProposalsfortheseriesshouldbesubmit
