Isbn: 9780471716426 - introductory stochastic analysis for finance and insurance (20 risultati)

Condizione: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,600grams, ISBN:9780471716426. …

HRD. Condizione: New. New Book. Shipped from UK. Established seller since 2000.

Condizione: New.

Condizione: new.

Condizione: As New. Unread book in perfect condition.

Condizione: New.

Condizione: New. In English.

Condizione: As New. Unread book in perfect condition.

Hardback. Condizione: New. New copy - Usually dispatched within 4 working days.

Condizione: New. pp. xvi + 224 Figures, Illus.

Condizione: New. pp. xvi + 224 Index.

Condizione: New. Incorporates the many tools needed for modeling and pricing in finance and insurance Introductory Stochastic Analysis for Finance and Insurance introduces readers to the topics needed to master and use basic stochastic analysis techniques for mathematical finance. Series: Wiley Series in Probability and Statistics. Num Pages: 248 pages, Illustrations. BIC Classification: KFFN. Category: (P) Professional & Vocational. Dimension: 236 x 167 x 21. Weight in Grams: 540. . 2006. 1st Edition. Hardcover. . . . .…

Gebunden. Condizione: New. X. SHELDON LIN, PhD, ASA, is Professor of Actuarial Sciences in the Department of Statistics, University of Toronto. He is an Associate of the Society of Actuaries and an Associate Editor for North American Actuarial Journal and Insurance: Mathematics and E.

Hardcover. Condizione: Brand New. 1st edition. 224 pages. 9.50x6.25x0.75 inches. In Stock.

Condizione: New. Incorporates the many tools needed for modeling and pricing in finance and insurance Introductory Stochastic Analysis for Finance and Insurance introduces readers to the topics needed to master and use basic stochastic analysis techniques for mathematical finance. Series: Wiley Series in Probability and Statistics. Num Pages: 248 pages, Illustrations. BIC Classification: KFFN. Category: (P) Professional & Vocational. Dimension: 236 x 167 x 21. Weight in Grams: 540. . 2006. 1st Edition. Hardcover. . . . . Books ship from the US and Ireland.…

Buch. Condizione: Neu. Neuware - Incorporates the many tools needed for modeling and pricing in finance and insuranceIntroductory Stochastic Analysis for Finance and Insurance introduces readers to the topics needed to master and use basic stochastic analysis techniques for mathematical finance. The author presents the theories of stochastic processes and stochastic calculus and provides the necessary tools for modeling and pricing in finance and insurance. Practical in focus, the book's emphasis is on application, intuition, and computation, rather than theory.Consequently, the text is of interest to graduate students, researchers, and practitioners interested in these areas. While the text is self-contained, an introductory course in probability theory is beneficial to prospective readers.This book evolved from the author's experience as an instructor and has been thoroughly classroom-tested. Following an introduction, the author sets forth the fundamental information and tools needed by researchers and practitioners working in the financial and insurance industries:\* Overview of Probability Theory\* Discrete-Time stochastic processes\* Continuous-time stochastic processes\* Stochastic calculus: basic topicsThe final two chapters, Stochastic Calculus: Advanced Topics and Applications in Insurance, are devoted to more advanced topics. Readers learn the Feynman-Kac formula, the Girsanov's theorem, and complex barrier hitting times distributions. Finally, readers discover how stochastic analysis and principles are applied in practice through two insurance examples: valuation of equity-linked annuities under a stochastic interest rate environment and calculation of reserves for universal life insurance.Throughout the text, figures and tables are used to help simplify complex theory and pro-cesses. An extensive bibliography opens up additional avenues of research to specialized topics.Ideal for upper-level undergraduate and graduate students, this text is recommended for one-semester courses in stochastic finance and calculus. It is also recommended as a study guide for professionals taking Causality Actuarial Society (CAS) and Society of Actuaries (SOA) actuarial examinations.…

Hardback. Condizione: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 570.

Hardcover. Condizione: new. Hardcover. Incorporates the many tools needed for modeling and pricing in finance and insurance Introductory Stochastic Analysis for Finance and Insurance introduces readers to the topics needed to master and use basic stochastic analysis techniques for mathematical finance. The author presents the theories of stochastic processes and stochastic calculus and provides the necessary tools for modeling and pricing in finance and insurance. Practical in focus, the book's emphasis is on application, intuition, and computation, rather than theory. Consequently, the text is of interest to graduate students, researchers, and practitioners interested in these areas. While the text is self-contained, an introductory course in probability theory is beneficial to prospective readers. This book evolved from the author's experience as an instructor and has been thoroughly classroom-tested. Following an introduction, the author sets forth the fundamental information and tools needed by researchers and practitioners working in the financial and insurance industries: * Overview of Probability Theory * Discrete-Time stochastic processes * Continuous-time stochastic processes * Stochastic calculus: basic topics The final two chapters, Stochastic Calculus: Advanced Topics and Applications in Insurance, are devoted to more advanced topics. Readers learn the Feynman-Kac formula, the Girsanov's theorem, and complex barrier hitting times distributions. Finally, readers discover how stochastic analysis and principles are applied in practice through two insurance examples: valuation of equity-linked annuities under a stochastic interest rate environment and calculation of reserves for universal life insurance. Throughout the text, figures and tables are used to help simplify complex theory and pro-cesses. An extensive bibliography opens up additional avenues of research to specialized topics. Ideal for upper-level undergraduate and graduate students, this text is recommended for one-semester courses in stochastic finance and calculus. It is also recommended as a study guide for professionals taking Causality Actuarial Society (CAS) and Society of Actuaries (SOA) actuarial examinations. Incorporates the many tools needed for modeling and pricing in finance and insurance Introductory Stochastic Analysis for Finance and Insurance introduces readers to the topics needed to master and use basic stochastic analysis techniques for mathematical finance. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.…

Hardcover. Condizione: Brand New. 1st edition. 224 pages. 9.50x6.25x0.75 inches. In Stock. This item is printed on demand.

Condizione: New. PRINT ON DEMAND pp. xvi + 224.