Fundamentals of Actuarial Mathematics | Agenda Bookshop Skip to content
Black Friday Sale Now On! | Buy 3 Get 1 Free on all books | Instore & Online.
Black Friday Sale Now On! | Buy 3 Get 1 Free on all books | Instore & Online.
A01=S. David Promislow
Age Group_Uncategorized
Age Group_Uncategorized
Author_S. David Promislow
automatic-update
Category1=Non-Fiction
Category=KFFN
Category=PBW
COP=United States
Delivery_Delivery within 10-20 working days
Language_English
PA=Available
Price_€50 to €100
PS=Active
softlaunch

Fundamentals of Actuarial Mathematics

English

By (author): S. David Promislow

  • Provides a comprehensive coverage of both the deterministic and stochastic models of life contingencies, risk theory, credibility theory, multi-state models, and an introduction to modern mathematical nance.
  • New edition restructures the material to t into modern computational methods and provides several spreadsheet examples throughout.
  • Covers the syllabus for the Institute of Actuaries subject CT5, Contingencies
  • Includes new chapters covering stochastic investments returns, universal life insurance. Elements of option pricing and the Black-Scholes formula will be introduced.
See more
Current price €67.49
Original price €74.99
Save 10%
A01=S. David PromislowAge Group_UncategorizedAuthor_S. David Promislowautomatic-updateCategory1=Non-FictionCategory=KFFNCategory=PBWCOP=United StatesDelivery_Delivery within 10-20 working daysLanguage_EnglishPA=AvailablePrice_€50 to €100PS=Activesoftlaunch
Delivery/Collection within 10-20 working days
Product Details
  • Weight: 984g
  • Dimensions: 178 x 252mm
  • Publication Date: 26 Dec 2014
  • Publisher: John Wiley & Sons Inc
  • Publication City/Country: United States
  • Language: English
  • ISBN13: 9781118782460

About S. David Promislow

S. David Promislow is the author of Fundamentals of Actuarial Mathematics 3rd Edition published by Wiley.

Customer Reviews

Be the first to write a review
0%
(0)
0%
(0)
0%
(0)
0%
(0)
0%
(0)
We use cookies to ensure that we give you the best experience on our website. If you continue we'll assume that you are understand this. Learn more
Accept