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Basic Stochastic Processes
Language
English
English
E-book
Adobe ePub DRM
This book presents basic stochastic processes, stochastic calculus including Lévy processes on one h...
Full description
Libristo code: 39919900
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449 b
449 b
65 866
Ft
In stock
Immediate digital delivery
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This book presents basic stochastic processes, stochastic calculus including Lévy processes on one hand, and Markov and Semi Markov models on the other. From the financial point of view, essential concepts such as the Black and Scholes model, VaR indicators, actuarial evaluation, market values, fair pricing play a central role and will be presented. The authors also present basic concepts so that this series is relatively self-contained for the main audience formed by actuaries and particularly with ERM (enterprise risk management) certificates, insurance risk managers, students in Master in mathematics or economics and people involved in Solvency II for insurance companies and in Basel II and III for banks.
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About the book
Full name
Basic Stochastic Processes
Author
Jacques Janssen, Raimondo Manca, Pierre Devolder
Language
English
English
Binding
E-book - Adobe ePub DRM
Date of issue
2015
EAN
9781119184546
Libristo code
39919900
Publishers
Wiley-ISTE
Categories
