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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, fai...
| Call Number: | Libro Electrónico |
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| Main Author: | |
| Other Authors: | , |
| Format: | Electronic eBook |
| Language: | Inglés |
| Published: |
Hoboken :
Wiley,
2015.
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| Series: | Mathematics and statistics series (ISTE)
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| Subjects: | |
| Online Access: | Texto completo |