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...
Call Number: | Libro Electrónico |
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Main Author: | |
Format: | Electronic eBook |
Language: | Inglés |
Published: |
Hoboken, N.J. :
John Wiley,
©2006.
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Series: | Wiley series in probability and statistics.
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Subjects: | |
Online Access: | Texto completo (Requiere registro previo con correo institucional) |
Table of Contents:
- Overview of probability theory
- Discrete-time stochastic processes
- Continuous-time stochastic processes
- Stochastic calculus : basic topics
- Stochastic calculus : advanced topics
- Applications in insurance.