rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Basic stochastic processes
  name:
    name part: Devolder, Pierre
    role:
      role term: creator
    role:
      role term: author.
  name:
    name part: Janssen, Jacques.
  name:
    name part: Manca, Raimondo.
  type of resource: text
  genre: bibliography
  origin info:
    place:
      place term: enk
    date issued: 2015
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: remote
    extent: 1 online resource
  abstract: 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.
  table of contents: Basic Probabilistic Tools for Stochastic Modeling / Pierre Devolder, Jacques Janssen, Raimondo Manca -- Homogeneous and Non-Homogeneous Renewal Models / Pierre Devolder, Jacques Janssen, Raimondo Manca -- Markov Chains / Pierre Devolder, Jacques Janssen, Raimondo Manca -- Homogeneous and Non-Homogeneous Semi-Markov Models / Pierre Devolder, Jacques Janssen, Raimondo Manca -- Stochastic Calculus / Pierre Devolder, Jacques Janssen, Raimondo Manca -- Lévy Processes / Pierre Devolder, Jacques Janssen, Raimondo Manca -- Actuarial Evaluation, VaR and Stochastic Interest Rate Models / Pierre Devolder, Jacques Janssen, Raimondo Manca.
  note: Pierre Devolder, Jacques Janssen, Raimondo Manca.
  note: Includes bibliographical references and index.
  subject:
    topic: Stochastic processes
  subject:
    topic: Stochastic Processes
  classification: QA274.D48 D48 2015
  classification: 519.2/3
  related item:
    title info:
      title: Basic stochastic processes
    origin info:
      publisher: London, England ; Hoboken, New Jersey : ISTE : Wiley, ©2015
    physical description:
      extent: xii, 310 pages
  related item:
    title info:
      title: Oregon State monographs
      part name: Mathematics and statistics series
  identifier: 9781119184584
  identifier: 1119184584
  identifier: 9781119184577
  identifier: 1119184576
  identifier: 1848218826
  identifier: 9781848218826
  identifier: 9781119184546
  identifier: 1119184541
  identifier: 9781119184546 Wiley
  identifier: http://proxy.library.tamu.edu/login
  record info:
    record content source: NhCcYBP
    record creation date: 150811
    record change date: 20260215000651.4
    record identifier: in00005690077
    language of cataloging:
      language term: eng