Basic Stochastic Processes (Mathematics and Statistics) - Image 1

Price loading...

Wiley Basic Stochastic Processes (Mathematics and Statistics)

Name: Basic Stochastic Processes (Mathematics and Statistics)
Brand: Wiley

Modelling

Price History & Forecast

No Price Data Available

Price history will appear here once data is collected from Amazon.

Price Distribution

No price data available for histogram

Description

Product Description 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. About the Author Pierre Devolder, Université catholique de Louvain, Belgium.Jacques Janssen, Solvay Business School, Brussels, Belgium.Raimondo Manca, University "La Sapienza", Rome, Italy.

Product Specifications

Brand: Wiley
Format: hardcover
ASIN: 1848218826
Category: Books > Subjects > Science, Nature & Maths > Mathematics > Modelling
Domain: Amazon UK
Release Date: 04 August 2015
Listed Since: 20 June 2015

Barcode

No barcode data available

Wiley Basic Stochastic Processes (Mathematics and Statistics)

Price History & Forecast

No Price Data Available

Price Distribution

Description

Product Specifications

Barcode

Similar Products You Might Like

Semi-Markov Migration Models for Credit Risk (Stochastic Models for Insurance Set, 1)

Stochastic Calculus for Quantitative Finance: Stochastic Calculus for Finance

Springer Applied Stochastic Models and Control for Finance

Stochastic Processes for Insurance and Finance: 974 (Wiley Series in Probability and Statistics)

Springer Applied Stochastic Models and Control for Finance

Stochastic Processes and Financial Mathematics: 1 (Mathematics Study Resources, 1)

Wiley Applied Diffusion Processes - Engineering to Finance Book

Probability and Stochastic Processes

Mathematical and Statistical Methods for Actuarial Sciences and Finance

Deterministic And Stochastic Topics In Computational Finance

Stochastic Processes and Calculus: An Elementary Introduction with Applications (Springer Texts in Business and Economics)

Essentials of Stochastic Processes (Springer Texts in Statistics)

Lévy Processes in Finance: Pricing Financial Derivatives: 534 (Wiley Series in Probability and Statistics)

Essentials of Stochastic Processes (Springer Texts in Statistics)

Measure, Probability, and Mathematical Finance: A Problem-Oriented Approach

Stochastic Finance: An Introduction in Discrete Time (De Gruyter Textbook)

Actuarial Finance: Derivatives, Quantitative Models and Risk Management

Risk and Financial Management: Mathematical and Computational Methods

Elementary Stochastic Calculus, With Finance In View

Probability and Stochastic Modeling: The Mathematics of Insurance, Second Editon

Stochastic Claims Reserving Methods in Insurance: 436 (The Wiley Finance Series)

Stochastic Simulation and Applications in Finance with MATLAB Programs (The Wiley Finance Series)

An Advanced Course in Probability and Stochastic Processes

Seminar on Stochastic Analysis, Random Fields and Applications VII: Centro Stefano Franscini, Ascona, May 2011: 67 (Progress in Probability, 67)