Basic Stochastic Processes

Pierre Devolder · Jacques Janssen · Raimondo Manca

aug. 2015 · Solgt af John Wiley & Sons

E-bog

326

Sider

Om denne e-bog

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.

Om forfatteren

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.

Bedøm denne e-bog

Fortæl os, hvad du mener.

Oplysninger om læsning

Smartphones og tablets

Installer appen Google Play Bøger til Android og iPad/iPhone. Den synkroniserer automatisk med din konto og giver dig mulighed for at læse online eller offline, uanset hvor du er.

Bærbare og stationære computere

Du kan høre lydbøger, du har købt i Google Play via browseren på din computer.

e-læsere og andre enheder

Hvis du vil læse på e-ink-enheder som f.eks. Kobo-e-læsere, skal du downloade en fil og overføre den til din enhed. Følg den detaljerede vejledning i Hjælp for at overføre filerne til understøttede e-læsere.