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Jacques Janssen & Raimondo Manca 
Basic Stochastic Processes [PDF ebook] 

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Omslag till Jacques Janssen & Raimondo Manca: Basic Stochastic Processes (PDF)

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, Va R 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.

€139.99
Betalningsmetoder

Om författaren

Pierre Devolder, Université catholique de Louvain, Belgium.
Jacques Janssen, Solvay Business School, Brussels, Belgium.
Raimondo Manca, University ’La Sapienza’, Rome, Italy.
Köp den här e-boken och få 1 till GRATIS!
Språk Engelska ● Formatera PDF ● Sidor 326 ● ISBN 9781119184577 ● Filstorlek 3.8 MB ● Utgivare John Wiley & Sons ● Publicerad 2015 ● Utgåva 1 ● Nedladdningsbara 24 månader ● Valuta EUR ● ID 4454808 ● Kopieringsskydd Adobe DRM
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