Autore: Wai-sum Chan

Contents:

• Heavy-Tailed and Nonlinear Continuous-Time ARMA Models for Financial Time Series (P J Brockwell)
• Nonlinear State Space Model Approach to Financial Time Series with Time-Va …

Financial Mathematics for Actuaries is a textbook for students in actuarial science, quantitative finance, financial engineering and quantitative risk management and is designed for a one-semester un …