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Wiley Basic Stochastic Processes (Mathematics and Statistics)

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£115.00 £104.54 £106.82 £109.10 £111.39 £113.67 £115.95 25 May 2026 13 June 2026 03 July 2026 22 July 2026 11 August 2026

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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
Domain
Amazon UK
Release Date
21 August 2015
Listed Since
20 June 2015

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