автор: Raimondo Manca

поддержка
Jacques Janssen is Honorary Professor at the Solvay Business School in Brussels, Belgium. He has previously taught at EURIA and been a director of Jacan Insurance and Finance Services, a consultancy and training company. Raimondo Manca is professor of mathematical methods applied to economics, finance and actuarial science at University of Rome «La Sapienza» in Italy. He is associate editor for the journal Methodology and Computing in Applied Probability. His main research interests are multidimensional linear algebra, computational probability, application of stochastic processes to economics, finance and insurance and simulation models.




16 Электронные книги Raimondo Manca

Jacques Janssen & Raimondo Manca: Applied Semi-Markov Processes
Aims to give to the reader the tools necessary to apply semi-Markov processes in real-life problems. The book is self-contained and, starting from a low level of probability concepts, gradually bring …
PDF
английский
€117.69
Jacques Janssen & Raimondo Manca: Semi-Markov Risk Models for Finance, Insurance and Reliability
This book aims to give a complete and self-contained presentation of semi- Markov models with finitely many states, in view of solving real life problems of risk management in three main fields: Fina …
PDF
английский
€96.29
Jacques Janssen & Raimondo Manca: Mathematical Finance
This book provides a detailed study of Financial Mathematics. In addition to the extraordinary depth the book provides, it offers a study of the axiomatic approach that is ideally suited for analyzin …
PDF
английский
DRM
€262.99
Pierre Devolder & Jacques Janssen: Stochastic Methods for Pension Funds
Quantitative finance has become these last years a extraordinary field of research and interest as well from an academic point of view as for practical applications. At the same time, pension issue i …
PDF
английский
DRM
€169.99
Pierre Devolder & Jacques Janssen: Stochastic Methods for Pension Funds
Quantitative finance has become these last years a extraordinary field of research and interest as well from an academic point of view as for practical applications. At the same time, pension issue i …
EPUB
английский
DRM
€169.99
Jacques Janssen & Oronzio Manca: Applied Diffusion Processes from Engineering to Finance
The aim of this book is to promote interaction between engineering, finance and insurance, as these three domains have many models and methods of solution in common for solving real-life problems. Th …
PDF
английский
DRM
€169.99
Jacques Janssen & Oronzio Manca: Applied Diffusion Processes from Engineering to Finance
The aim of this book is to promote interaction between engineering, finance and insurance, as these three domains have many models and methods of solution in common for solving real-life problems. Th …
EPUB
английский
DRM
€169.99
Jacques Janssen & Raimondo Manca: Mathematical Finance
This book provides a detailed study of Financial Mathematics. In addition to the extraordinary depth the book provides, it offers a study of the axiomatic approach that is ideally suited for analyzin …
EPUB
английский
DRM
€262.99
Marine Habart-Corlosquet & Jacques Janssen: VaR Methodology for Non-Gaussian Finance
With the impact of the recent financial crises, more attention must be given to new models in finance rejecting ‘Black-Scholes-Samuelson’ assumptions leading to what is called non-Gaussian finance. W …
PDF
английский
DRM
€139.99
Marine Habart-Corlosquet & Jacques Janssen: VaR Methodology for Non-Gaussian Finance
With the impact of the recent financial crises, more attention must be given to new models in finance rejecting ‘Black-Scholes-Samuelson’ assumptions leading to what is called non-Gaussian finance. W …
EPUB
английский
DRM
€139.99
Jacques Janssen & Raimondo Manca: Basic Stochastic Processes
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 co …
EPUB
английский
DRM
€139.99
Marine Corlosquet-Habart & William Gehin: Asset and Liability Management for Banks and Insurance Companies
This book introduces ALM in the context of banks and insurance companies. Although this strategy has a core of fundamental frameworks, models may vary between banks and insurance companies because of …
PDF
английский
DRM
€136.99
Jacques Janssen & Raimondo Manca: Basic Stochastic Processes
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 co …
PDF
английский
DRM
€139.99
Marine Corlosquet-Habart & William Gehin: Asset and Liability Management for Banks and Insurance Companies
This book introduces ALM in the context of banks and insurance companies. Although this strategy has a core of fundamental frameworks, models may vary between banks and insurance companies because of …
EPUB
английский
DRM
€136.99
Guglielmo D’Amico & Giuseppe Di Biase: Semi-Markov Migration Models for Credit Risk
Credit risk is one of the most important contemporary problems for banks and insurance companies. Indeed, for banks, more than forty percent of the equities are necessary to cover this risk. Though t …
PDF
английский
DRM
€139.99
Guglielmo D’Amico & Giuseppe Di Biase: Semi-Markov Migration Models for Credit Risk
Credit risk is one of the most important contemporary problems for banks and insurance companies. Indeed, for banks, more than forty percent of the equities are necessary to cover this risk. Though t …
EPUB
английский
DRM
€139.99