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Devolder, Pierre

Basic Stochastic Processes

Devolder, Pierre - Basic Stochastic Processes, ebook

134,80€

Ebook, ePUB with Adobe DRM
ISBN: 9781119184546
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Printing30 pages with an additional page accrued every day, capped at 30 pages
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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 in mathematics or economics and people involved in Solvency II for insurance companies and in Basel II and III for banks.

 

Keywords: stochastic
markov chains
semi markov
chains
actuarial mathematics
, vy processes
, stochastic
markov chains
semi markov
chains
actuarial mathematics
, vy processes
, stochastic
markov chains
semi markov
chains
actuarial mathematics
, vy processes
, Business & Finance

Author(s)
 
 
Publisher
John Wiley and Sons, Inc.
Publication year
2015
Language
en
Edition
1
Category
Technology, Energy, Traffic
Format
Ebook
eISBN (ePUB)
9781119184546
Printed ISBN
9781848218826

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