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...

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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Lin, X. Sheldon
Format: Electronic eBook
Language:Inglés
Published: Hoboken, N.J. : John Wiley, ©2006.
Series:Wiley series in probability and statistics.
Subjects:
Finance > Mathematical models.
Insurance > Mathematical models.
Stochastic analysis.
Finances > Modèles mathématiques.
Assurance > Modèles mathématiques.
Analyse stochastique.
BUSINESS & ECONOMICS > Finance.
Finance > Mathematical models
Insurance > Mathematical models
Stochastic analysis
Business
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.

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