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Introductory stochastic analysis for finance and insurance /
Aimed at actuaries who would like to learn stochastic modeling techniques, this is an introductory level book on stochastic analysis for finance. It introduces the basic theories of stochastic processes and stochastic calculus, and provides the tool kits for modeling and pricing in finance and insur...
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Hoboken, N.J. :
John Wiley,
©2006.
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| Colección: | Wiley series in probability and statistics.
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| Temas: | |
| Acceso en línea: | Texto completo (Requiere registro previo con correo institucional) |
| Sumario: | Aimed at actuaries who would like to learn stochastic modeling techniques, this is an introductory level book on stochastic analysis for finance. It introduces the basic theories of stochastic processes and stochastic calculus, and provides the tool kits for modeling and pricing in finance and insurance. |
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| Descripción Física: | 1 online resource (xvi, 224 pages) : illustrations |
| Bibliografía: | Includes bibliographical references (pages 217-219) and index. |
| ISBN: | 0471716421 9780471716426 0471793213 9780471793212 0471793205 9780471793205 1280411503 9781280411502 |