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Actuarial aspects: of individual life insurance and annuity contracts; Easton, Albert E.; Harris Timothy F. (2010) Actuarial mathematics; Newton L.Bowers, Jr....[et al.] (1997) Actuarial mathematics for life contingent risks; Dickson, Dvid C.M.; Hardy, Mary R.; Waters, Howard R. (2009) Actuarial mathematics of social security pensions; Iyer, Subramanian (1999) Actuarial models for disability insurance; Haberman, Steve; Pitacco, E. (1999) Actuarial models: the mathematics of insurance; Rotar, Vladimir Il'ič (2007) The actuary's career planner: a practical guide for actuaries (2001) Advancsd risk theory; De Vylder, F. Etienne (1996) Analysis of financial time series, 3rd ed.; Tsay, Ruey S. (2010) Applied quantitative finance: theory and computational tools; Haerdle, Wolfgang (2002) Asset pricing; Cochrane, John H. (2005) Asset pricing; Kariya, Takeaki (2003) Asset pricing; Kellerhals, B. Philipp ( 2004) Applied stochastic control of jump diffusions; Oksendal, Bernt (2005) Bayesian methods in finance; Svetlozar T.Rachev...[et al.] (2008) Beliefs, interactions and preferences in decision making; Edited by Mark J. Machina and Bertrand Munier (1999) Building models for marketing decision; Peter S.H. Leeflang... [et al.] (2000) Business statistics: decision making with data; Johnson, Richard A.; Wichern, Dean W. (1997) The calculus of retirement income; Milevsky, Moshe A. (2006) Coherent risk measures; Delbaen, Freddy (2000) A comprehensive giude to measuring and managing life insurance company expenses; Gutterman, Sam (2007) Computational finance; Los, Cornelos A. (2001) The concepts and practice of mathematical finance; Joshi, Mark Suresh (2008) Consistency problems for Heath-Jarrow-Morton interest rate models; Filipović, Damir (2001) A course in financial calculus; Etheridge, Alison (2002) A course in credibility theory and its applications; Bluehlmann, Hans; Gisler, Alois (2005) CreditRisk +in the banking industry; Editors: Gundlach, Matthias; Lehrbass, Frank (2004) Credit risk pricing models; Schmid, Bernd (2004) Credit risk valuation: methods, models and applications; Ammann, Manuel (2001) Credit risk: modeling, valuation and hedging; Bielecki, Tomasz R. (2002) Credit risk modeling with affine processes; Duffie, Darrell (2004) Credit risk pricing models; Schmid, Bernd (2004) Decision and control in management science: essays in honor of Alain Haurie; Editor: Zaccour, Georges (2002) Derivative securities and difference methods; Zhu, You-Ian (2004) Dynamic asset pricing theory; Duffie, Darrell (1992) Dynamic asset pricing theory, 2nd ed.; Duffie, Darrell (1996) Econometrics; Hayashi, Fumio (2000) The econometrics of financial markets; Campbell, John Y.; Lo, Andrew W.; MacKinlay, A.Craig (1997) The economics of money, banking and financial markets, 10th ed.; Mishkin, Frederic S. (2013) Efficient methods for valuing interest rate derivatives; Pelsser, Antoon (2000) An elementary introduction to stochastic interest rate modeling, 2nd ed.; Privault, Nicolas (2012) Elemntary stochastic calculus; Mikosch, Thomas (2004) Encyclopedia of actuarial science, Vols. 1, 2, 3; Editors-in-Chief Jozef L.Teugels; Bjorn Sundt (2004) Evaluation and decision models with multiple criteria: stepping stones for the analyst; Denis Bouyssou... [et al.] (2006) Extreme financial risks : from dependence to risk management; Malevergne, Yannick; Sornette, Didier (2006) Financial calculus: an introduction to derivative pricing; Baxter, Martin; Rennie, Andrew (1996) Financial economics: with applications to investments, insurance and pensions; Editor Harry H.Panjer... [et al.] (2001) Financial markets in continuous time; Dana, Rose-Anne; Jeanblanc, Monique (2003) Financial markets theory; Barucci, Emilio (2003) Financial risk in insurance; Editor: G.Ottaviani (2000) Foundations of casualty actuarial science, 4th ed.; (2001) Fundamentals of actuarial mathematics; Promislow, S. David (2006) Fundamentals of actuarial mathematics, 2nd ed.; Promislow, S. David (2011) Fundamentals of retiree group benefits; Yamamoto, Dale H. (2009) A game theory analysis of options; Ziegler, Alexandre (2004) Group insurance, 5th ed.; Principal editor William F. Bluhm; associate editors Robert B. Cumming... [et al.] (2007) Handbook of computational and numerical methods in finance; Editor: Svetlozar T.Rachev (2004) Handbook of empirical economics and finance; Editors: Ullah, Aman; Giles, David E.A. (2011) Handbook of solvency for actuaries and risk managers; Sandstroem, Arne (2011) Heavy-tail phenomena; Resnick, Sidney (2007) High risk scenarios and extremes; Balkema, Guus; Embrecht, Paul (2007) In memoriam Paul-Andre Meyer: Seminaire de probabilites XXXIX; Editors: Emery Michael, Marc Yor (2006) Individual health insurance; Edited by Francis T. O'Grady (1988) Individual health insurance; Bluhm, William F. (2007) Insurance industry merges & aquisitions; John Butler...[et al.] (2005) Insurance risk and ruin; Dickson, David C.M. (2005) Interest rate management; Zagst, Rudi (2002) Interest rate models theory and practice; Brigo, Damiano; Mercurio, Fabio (2001) Interest-rate option models; Rebonato, Riccardo (1996) An introduction to actuarial mathematics; Gupta, A.K.; Varga, T. (2002) An introduction to analysis of financial data with R; Tsay, Ruey S. (2013) An introduction to computational finance; Ugur, Oemuer (2009) An introduction to credit risk modeling; Bluhm, Christian; Overbeck, Ludger; Wagner, Christoph (2003) An introduction to financial option valuation: mathematics, stochastics and computation; Higham, Desmond J. (2004) An introduction to high-frequency finance; Michel M. Dacorogna ... [et al.] (2001) Introduction to mathematical finance: discrete time series; Pliska, Stanley R. (2000) Introduction to modern portfolio optimization with NUOPT and S-PLUS; Scherer, Bernd; Martin, Douglas R. (2005) Introduction to ratemaking and loss reserving for property and casualty insurance; Brown, Robert L.; Gottlieb, Leon R. (2007) Introduction to stochastic calculus applied to finance; Lamberton, Damien; Lapeyre, Bernard (1996) Introduction to stochastic calculus applied to finance, 2nd ed; Lamberton, Damien; Lapeyre, Bernard (2008) Introduction to the economics and mathematics of financial markets; Cvitanić, Jakša; Zapatero, Fernando (2004) Introduction to the mathematics of demography, 3rd ed.; Brown, Robert L. (1997) Introductory statistics with applications in general insurance; Hossack, I.B.; Pollard, J.H.; Zehnwirth, B. (1999) An investigation into possible applications of fuzzy set methods in actuarial science; Ostaszewski, Krysztof (1993) Investment intelligence from insider trading; Seyhun, H.Nejat (2000) Investments; Shape, William F.; Alexander, Gordon J.; Bailey,Jeffrey V. (1999) Irrational excuberance reconsidered: the cross section of stock returns, 2nd ed.; Kuelpmann, Mathias (2004) Javne financije, 5.izd.; Rosen, Harvey (1999) Javne financije, 8.izd.; Rosen, Harvey (2010) Life contingencies; Jordan, Chester Walace (2003) Life contingencies: a logical approach to actuarial mathematics; Batten, Robert W. (2009) Life, health & annuity reinsurance, 3rd ed.; Tiller, John E.; Fagerberg Tiller, Denise (2009) Life insurance mathematics: with exercises contributed by Samuel H.Cox; Gerber, Hans U. (1997) Life insurance, modified endowments: under internal revenue code sections 7702 and 7702A; Christian J. DesRochers...[et al.] (2004) Life insurance products and finance; Atkinson, David B.; James, W.Dallas (2000) Life insurance theory; De Vylder, F. Etienne (1997) Living to 100 and beyond; Harris, Timothy F. (2009) Loss models; Klugman, Stuart A.; Panjer Harry H.; Willmont, Gordon E. (1998) Loss reserving: an actuarial perspective; Taylor, Greg (2000) Lundbreg approximation for compound distributions with insurance applications; Willmont, Gordon E.; Lin, X.Sheldon (2001) Malliavin calculus for Levy processes with applications to finance; Di Nunno, Giulia; Oksendal, Bernt; Proske, Frank (2009) Managing and evaluating healthcare intervention program; Duncan, Ian (2008) Market-consistent actuarial valuation; Wuethrich, Mario Valentin; Buehlmann Hans; Furrer Hansjoerg (2008) Markets with transaction costs; Kabanov, Juri; Safarian, Mher (2009) Martingale methods in financial modelling; Musiela, Marek; Rutkowski, Marek (1998) Mathematical finance - Bachelier Congress 2000; Editors Helyette Geman...[et al.] (2002) Mathematical methods for financial markets; Jeanblanc, Monique; Yor, Marc; Chesney, Marc (2009) Mathematical methods in risk theory; Buehlmann, Hans (1996) Mathematical models of financial derivatives; Kwok, Yue-Kuen (1998) Mathematical risk analysis; Rueschendorf, Ludger (2013) Mathematics of arbitrage; Delbaen, Freddy (2006) Mathematics of financial markets, 2nd ed.; Elliott, Robert J.; Kopp, P. Ekkehard (2005) Mathematics of investment and credit, 5th ed.; Broverman, Samuel A. (2010) Modelling extremal events; Embrechts, Paul; Kluppelberg, Claudia; Mikosch, Thomas (1997) Modelling extremal events, corr.4th printing; Embrechts, Paul; Kluppelberg, Claudia; Mikosch, Thomas (2003) Modelling financial derivatives with Mathematica: mathematical models and benchmarking algorithms; Shaw, William T. (1999) Modeling financial time series with S-plus; Zivot, Eric, Wang, Jiahui (2003) Modeling financial time series with S-plus, 2nd ed.; Zivot, Eric, Wang, Jiahui (2006) Modelling longevity dynamics for pensions and annuity business; Ermanno Pitacco...[et al.] (2009) Modelling under risk and uncertainty; De Rocquigny, Etienne (2012) Models for quantifying risk, 3rd ed.; Cunningham, Robin J.; Herzog, Thomas; London, Richard (2008) Modern actuarial risk theory using R, 2nd ed.; Rob Kaas...[et al.] (2008) Modern actuarial theory and practice; P.Booth...[et al.] (1999) Modern portfolio theory and investment analysis; Edwin J.Elton...[et al.] (2003) Monte Carlo methods and models in finance and insurance; Korn, Ralf; Korn, Elke; Kroisand, Gerald (2011) Monte Carlo simulation and finance; McLeish, Don L. (2005) Multicriteria decision making; Edited by G.Leitmann; A. Marzollo (1975) [Zbornik radova] Multivariate time series analysis: with R and financial applications; Tsay, Ruey S. (2014) Nonlife actuarial models; Tse, Yiu-Kuen (2009) Non-life insurance mathematics: an introduction with stochastic processes; Mikosch, Thomas (2004) Non-life insurance mathematics: an introduction with the Poisson process; Mikosch, Thomas (2009) Non-life insurance mathematics; Straub, Erwin (1997) Numerical solution of stochastic differential equations with jumps in finance; Platen, Eckhard; Bruti-Liberati, Nicola (2010) Optimal statistical inference in financial engineering; Taniguchi, Masanobu; Hirukawa, Junichi; Tamaki, Kenichiro (2008) Optimization methods in finance; Cornuejols, Gerard; Tuetuencue, Reha (2007) Option pricing and portfolio optimization; Korn, Ralf; Korn, Elke (2001) Option theory with stochastic analysis; Benth, Fred Espen (2004) Paris-Princeton lectures on mathematical finance 2002; Peter Bank ...[et al.] (2003) Paris-Princeton lectures on mathematical finance 2003; Tomasz R. Bielecki ...[et.al.] (2004) Pension fund risk management; Editors: Micocci, M.; Gregoriou, G.N.; Masala, G.B. (2010) Pension mathematics for actuaries; Anderson, Arthur W. (2006) Pension mathematics for actuaries: commentary and solution; Sharp, Keith P. (2006) Portfolio optimization; Best, Michael J. (2010) Portfolio optimization and performace analysis; Prigent, Jean-Luc (2007) Practical risk theory for actuaries; Daykin, C.D.; Pentikainen, T.; Pesonen, M. (1996) Pricing derivative securities; Epps, T.Wake (2000) Probability and statistics with applications; Asimov, Leonard A.; Maxwell, Mark M. (2010) A problem-solving approach to pension funding and valuation; Aitken, William H. (2010) Quantitative equity portfolio management; Qian, Edward E.; Hua, Ronald H.; Sorensen, Eric H. (2007) A random walk down Wall street; Malkiel, Burton G. (2003) Risk - a multidisciplinary introduction; Editors: Klueppelberg, Claudia; Straub, Daniel; Welpe, Isabell M. (2014) Risk analysis in finance and insurance; Melnikov, Alexander (2011) Risk management; Crouhy, Michel; Galai, Dan; Mark, Robert (2001) Risk management: value at risk and beyond; Edited by M.A.H.Dempster (2002) Risk-neutral valuation: pricing and hedging of financial derivatives; Bingham, N.H.; Kiesel, Ruediger (2000) Ruin probabilities; Asmussen, Soren (2000) Solution manual to accompany models for quantifying risk, 3rd ed.; Cunningham, Robin J.; Herzog, Thomas; London, Richard (2008) [Zbirka] Solutions manual for Bower's et al. actuarial mathematics; Ostaszewski, Krysztof (2007) [Zbirka] Solution manual for introduction to ratemaking and loss reserving for property and casualty insurance; Brown, Robert L.; Gottlieb, Leon R. (2010) [Zbirka] Solutions manual for mathematics of investment and credit; Broverman, Samuel A. (2010) [Zbirka] Solutions manual for Michael M. Parmenter's theory of interest and life contigencies with pension applications; London, Dick (2010) [Zbirka] Solutions manual for a problem-solving approach to pension funding and valuation; Aitken, William H. (1996) [Zbirka] Solutions manual for Robert L. Brown's demography, 3rd ed.; London, Dick (2000) [Zbirka] Solutions manual for survival models and their estimation, 3rd ed.; London, Dick (1998) [Zbirka] Solutions to probability and statistics with applications; Asimov, Leonard A.; Maxwell, Mark M. (2010) [Zbirka] Statistical analysis of extreme values; Reiss, Rudolf-Dieter; Thomas, Michael (2007) Statistical and probabilistic methods in actuarial science; Boland, Philip J. (2007) Statistical methods in environmental epidemiology; Thomas, Duncan C. (2009) Statistical tools for finance and insurance; Čižek, Pavel; Haerdle, Wolfgang; Weron, Rafal (2005) Statistics and finance; Ruppert, David (2004) Statistics of financial markets; Franke, Juergen; Haerdle, Wolfgag; Hafner, Christian M. (2004) Stochastic calculus for finance, I; Shreve, Steven E. (2004) Stochastic calculus for finance, II; Shreve, Steven E. (2004) Stochastic calculus and financial applications; Steele, J. Michael (2001) Stochastic calculus for fractional Brownian motion and related processes; Mishura, Yuliya (2008) Stochastic calculus of variations in mathematics; Malliavin, Paul; Thalmaier, Anton (2006) Stochastic control in insurance; Schmidli, Hanspeter (2008) Stochastic controls; Yong, Jiongmin; Zhou, Xun Yu (1999) Stochastic finance; Vecer, Jan (2011) Stochastic financial models; Kennedy, Douglas (2011) Stochastic portfolio theory; Fernholz, Erhard Robert (2002) Stochastic processes for insurance and finance; Editors: Tomasz Rolski ...[et al] (1999) Stocks for the long run: the definitive guide to financial market returns and long-term investment strategies; Siegel, Jeremy J. (2002) Survival models and their estimation, 3rd ed.; London, Dick (1997) Term-structure models: a graduate course; Filipović, Damir (2009) Theory of interest and life contingencies with pension applications, 3rd ed.; Parmenter, Michael M. (1999) Tržišta kapitala; Foley, Bernard J. (1998) Uncertain volatility models - theory and application; Buff, Robert (2002) Understanding actuarial management: the actuarial control cycle, 2nd ed.; Edited by Clare Bellis...[et al.] (2010) U.S: GAAP for life insurers; Mark J. Freedman...[et al.] (1997) Value at risk: the new benchmark for managing financial risk, 2nd ed.; Jorion, Philippe (2001) Valuation: measuring and managing the value of companies; Koller, Tim; Goedhart,Marc; Wessels, David (2010) Valuation of life insurance liabilities,4th ed.; Lombardi, Louis J. (2010) Weak convergence of financial markets; Prigent, Jean-Luc (2003) Weather derivative valuation: the meteorological, statistical, financial and mathematical foundations; Jewson, Stephen (2005) What do you think ? : preparing for the question that all clients ask; Smith, Bradley M. (2010)