Basic stochastic processes /

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...

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Bibliographic Details

Main Author:	Devolder, Pierre (Author)
Other Authors:	Janssen, Jacques, Manca, Raimondo
Format:	eBook
Language:	English
Published:	London : ISTE, 2015.
Series:	Oregon State monographs. Mathematics and statistics series.
Subjects:	Stochastic processes. Stochastic Processes
Online Access:	Connect to the full text of this electronic book