1. NL Bowers et al, Actuarial mathematics
2. M Baxter & A Rennie, Financial calculus
3. SA Klugman et al, Loss models 2nd ed
4. Z Brzezniak & T Zastawniak, Basic stochastic processes
5. JC Hull, Options, futures and other derivatives
6. JJ McCutcheon & WF Scott, An introduction to the mathematics of finance
7. BZW/Barclays Capital, Equity-gilt study
8. CD Daykin, T Pentakainen, M Pesonen, Practical risk theory for actuaries
9. IB Hossack et al, Introductory statistics with applications in general insurance
10. JC Hull, Options, futures and other derivatives
Source: Loans records on Actuarial Profession members’ database
I have read one of them.
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Date: 2007-10-11 04:41 pm (UTC)