Книга Basic Stochastic Processes Pierre Devolder

Basic Stochastic Processes

Език: Английски език
Корици: С твърди корици
Наличност: Външен склад
Изпращаме след 9-15 дни
164.69 322.10 лв
This book presents basic stochastic processes, stochastic calculus including Levy processes on one h...

Информация за книгата

Език
Английски език
Корици
Книга - С твърди корици
Издадена
2015
страници
326
EAN
9781848218826
ISBN
1848218826
Enbook ID
09511212
Теглоt
241
Размери
165 x 241 x 23

Пълно описание

This book presents basic stochastic processes, stochastic calculus including Levy 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.

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