Basic Stochastic Processes (Hardcover)

This book presents basic stochastic processes, stochastic calculus including Levy 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.

General

Imprint:	Iste Ltd And John Wiley & Sons Inc
Country of origin:	United Kingdom
Release date:	July 2015
Authors:	P De Volder
Dimensions:	241 x 165 x 23mm (L x W x T)
Format:	Hardcover - Cloth over boards
Pages:	326
ISBN-13:	978-1-84821-882-6
Categories:	Books > Science & Mathematics > Mathematics > Applied mathematics > Mathematical modelling Promotions
LSN:	1-84821-882-6
Barcode:	9781848218826

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