Basic Stochastic Processes Basic Stochastic Processes

Basic Stochastic Processes

Pierre Devolder والمزيد
    • ‏144٫99 US$
    • ‏144٫99 US$

وصف الناشر

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.

النوع
علم وطبيعة
تاريخ النشر
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٥ أغسطس
اللغة
EN
الإنجليزية
عدد الصفحات
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الناشر
Wiley
البائع
John Wiley & Sons, Inc.
الحجم
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‫م.ب.‬
Semi-Markov Risk Models for Finance, Insurance and Reliability Semi-Markov Risk Models for Finance, Insurance and Reliability
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Applied Diffusion Processes from Engineering to Finance Applied Diffusion Processes from Engineering to Finance
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Statistical Topics and Stochastic Models for Dependent Data with Applications Statistical Topics and Stochastic Models for Dependent Data with Applications
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Matrix-Analytic Methods in Stochastic Models Matrix-Analytic Methods in Stochastic Models
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Stochastic Finance Stochastic Finance
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Dependence in Probability and Statistics Dependence in Probability and Statistics
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Stochastic Methods for Pension Funds Stochastic Methods for Pension Funds
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Actuarial Pension Funding Theory Actuarial Pension Funding Theory
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Economic Challenges of Pension Systems Economic Challenges of Pension Systems
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