Basic Stochastic Processes
Language: English
Published by John Wiley & Sons Aug 2015, 2015
- Hardcover
- New
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
AbeBooks seller since August 14, 2006
Condition: New
£ 196.04
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Add to basketItem description from seller
Neuware - 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.
Seller Inventory # 9781848218826
- Title
- Basic Stochastic Processes
- Author
- Rainmondo Manca
- Publisher
- John Wiley & Sons Aug 2015
- Publication year
- 2015
- Condition
- Neu
- Binding
- Buch
- Language
- English
- ISBN 10
- 1848218826
- ISBN 13
- 9781848218826
- Item weight
- 657 grams
- Dimensions
- 240x161x22 mm
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 is Professor of quantitative finance and actuarial sciences.
Jacques Janssen is Honorary Professor at the Solvay Business School in Brussels, Belgium and a member of Belgian, Swiss and French actuarial associations. His main research interests include stochastic processes, financial and actuarial mathematics, operations research and data mining.
Raimondo Manca is Professor of mathematical methods applied to economics, finance and actuarial science.
"About the title" may belong to another edition of this title.
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