Basic Stochastic Processes - Rilegato

Devolder, Pierre; Janssen, Jacques; Manca, Rainmondo

Rilegato

ISBN 10: 1848218826 ISBN 13: 9781848218826

Casa editrice: Iste/Hermes Science Pub, 2015

Riassunto

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.

Su questo libro

Product Description:

Basic Stochastic Processes by Pierre Devolder, Jacques Janssen, Raimondo Manca, 9781848218826 , John Wiley

Su questa edizione

• Editore: Iste/Hermes Science Pub
• Data di pubblicazione: 2015
• ISBN 10: 1848218826
• ISBN 13: 9781848218826
• Rilegatura: Copertina rigida
• Numero di pagine: 310