Basic Stochastic Processes (Mathematics and Statistics) - Hardcover
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.
"synopsis" may belong to another edition of this title.
About the Author:
Pierre Devolder, Université catholique de Louvain, Belgium.
Jacques Janssen, Solvay Business School, Brussels, Belgium.
Raimondo Manca, University "La Sapienza", Rome, Italy.
"About this title" may belong to another edition of this title.
- PublisherWiley-ISTE
- Publication date2015
- ISBN 10 1848218826
- ISBN 13 9781848218826
- BindingHardcover
- Edition number1
- Number of pages326
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Basic Stochastic Processes (Mathematics and Statistics)
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Book Description Gebunden. Condition: New. This book presents basic stochastic processes, stochastic calculus including Levy processes on one hand, and Markov and Semi Markov models on the other.KlappentextThis book presents basic stochastic processes, stochastic calculus . Seller Inventory # 448373010
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