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...

Full description

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:
Online Access:Connect to the full text of this electronic book
Description
Summary: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 i.
Physical Description:1 online resource
Bibliography:Includes bibliographical references and index.
ISBN:9781119184584
1119184584
9781119184577
1119184576
1848218826
9781848218826
9781119184546
1119184541