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Cambridge University Press Cambridge Quantitative Enterprise Risk Management Textbook

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£49.72 £36.72 £39.55 £42.39 £45.23 £48.07 £50.90 09 June 2026 01 July 2026 24 July 2026 15 August 2026 07 September 2026

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Description

Master the fundamentals of risk management with this comprehensive guide from Cambridge University Press. Part of the International Series on Actuarial Science, this book provides a well-balanced introduction to enterprise risk management by integrating both quantitative and qualitative approaches. Designed for graduate and senior undergraduate students in quantitative programs, the text focuses on providing a solid understanding of core concepts and principles. It avoids overly complex theory to ensure the mathematical level remains accessible while still being rigorous enough for professional study. Readers gain practical insight through abundant real-world cases, exploring both successes and failures in the field. To help solidify learning, the book includes worked examples and end-of-chapter exercises, making it an ideal resource for those studying insurance, finance, or actuarial science. Whether you are preparing for advanced studies or looking to build a strong mathematical foundation in risk assessment, this text offers the tools needed to navigate modern financial landscapes.

Key Features

Integrates quantitative and qualitative methods to provide a balanced view of enterprise risk management principles.

Includes real-world case studies of both successes and failures to demonstrate practical applications of theory.

Features worked examples and end-of-chapter exercises to help students consolidate and test their knowledge.

Tailored mathematical level is ideal for senior undergraduate and graduate students in quantitative programs.

Provides a strong foundation in concepts and principles without getting lost in excessive mathematical theory.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
05 May 2022
Listed Since
19 August 2021

Barcode

No barcode data available

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