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Module Reading List

Financial Mathematics: Risk, 2021/22, Semester 1
Dr Konstantinos Dareiotis
Tutor information is taken from the Module Catalogue

There will be lecture notes which are self-contained. The following monographs are suggeted for independent study. 


Thomas Mikosch. Non-Life Insurance Mathematics: An Introduction with the Poisson Process, Springer 2009

David C. M. Dickson. Insurance risk and ruin Cambridge University Press 2005 (or 2nd edition 2016)

J. C. Hull. Options, Futures, and other Derivatives, Prentice Hall PTR 7th edition 2008 (or any other edition). 


This list was last updated on 02/08/2021