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...
| Otros Autores: | , , |
|---|---|
| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
London :
ISTE
2015.
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| Colección: | Wiley ebooks.
Mathematics and statistics series. |
| Acceso en línea: | Conectar con la versión electrónica |
| Ver en Universidad de Navarra: | https://innopac.unav.es/record=b4613976x*spi |
Tabla de Contenidos:
- Basic Probabilistic Tools for Stochastic Modeling / Pierre Devolder, Jacques Janssen, Raimondo Manca
- Homogeneous and Non-Homogeneous Renewal Models / Pierre Devolder, Jacques Janssen, Raimondo Manca
- Markov Chains / Pierre Devolder, Jacques Janssen, Raimondo Manca
- Homogeneous and Non-Homogeneous Semi-Markov Models / Pierre Devolder, Jacques Janssen, Raimondo Manca
- Stochastic Calculus / Pierre Devolder, Jacques Janssen, Raimondo Manca
- Lévy Processes / Pierre Devolder, Jacques Janssen, Raimondo Manca
- Actuarial Evaluation, VaR and Stochastic Interest Rate Models / Pierre Devolder, Jacques Janssen, Raimondo Manca.
