Description: Basic Stochastic Processes, Hardcover by Devolder, Pierre; Janssen, Jacques; Manca, Rainmondo, ISBN 1848218826, ISBN-13 9781848218826, Like New Used, Free shipping in the US
This book presents basic stochastic processes, stochastic calculus including Lvy 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.
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Book Title: Basic Stochastic Processes
Number of Pages: 326 Pages
Publication Name: Basic Stochastic Processes
Language: English
Publisher: Wiley & Sons, Incorporated, John
Item Height: 1 in
Publication Year: 2015
Subject: Probability & Statistics / Stochastic Processes, Applied
Item Weight: 22.4 Oz
Type: Textbook
Item Length: 9.5 in
Author: Pierre Devolder, Jacques Janssen, Raimondo Manca
Subject Area: Mathematics
Item Width: 6.4 in
Format: Hardcover
