Pierre Devolder

Basic Stochastic Processes

Ebook (EPUB Format)

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 Solv… Mehr

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Produktdetails

Weitere Autoren: Janssen, Jacques / Manca, Raimondo

ISBN: 978-1-119-18454-6
EAN: 9781119184546
Produktnummer: 18790496
Verlag: John Wiley & Sons
Sprache: Englisch
Erscheinungsjahr: 2015
Seitenangabe: 326 S.
Plattform: EPUB
Masse: 16'822 KB
Auflage: 1. Auflage

Über den Autor

Pierre Devolder, Université catholique de Louvain, Belgium. Jacques Janssen, Solvay Business School, Brussels, Belgium. Raimondo Manca, University La Sapienza, Rome, Italy.