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portada Basic Stochastic Processes (Mathematics and Statistics)
Type
Physical Book
Publisher
Author
Language
English
Pages
326
Format
Hardcover
ISBN13
9781848218826
Edition No.
1
Categories

Basic Stochastic Processes (Mathematics and Statistics)

Pierre Devolder; Jacques Janssen; Raimondo Manca (Author) · John Wiley & Sons, Ltd. · Hardcover

Basic Stochastic Processes (Mathematics and Statistics) - Pierre Devolder; Jacques Janssen; Raimondo Manca

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Synopsis "Basic Stochastic Processes (Mathematics and Statistics) "

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.

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The binding of this edition is Hardcover.

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