Basic Stochastic Processes

Name: Basic Stochastic Processes
Brand: ISTE Ltd and John Wiley & Sons Inc
SKU: 9781848218826
Price: 3790 CZK
Availability: InStock

Autor: Pierre Devolder, Jacques Janssen, Rainmondo Manca

Jazyk:

Vazba: Pevná

Vydavatel: ISTE Ltd and John Wiley & Sons Inc

Dostupnost: Skladem u dodavatele

Odesíláme za 9-15 dnů

3 790 Kč

This book presents basic stochastic processes, stochastic calculus including Levy processes on one h...

Informace o knize

Autor

Pierre Devolder, Jacques Janssen, Rainmondo Manca

Jazyk

Angličtina

Vazba

Kniha - Pevná

Vydáno

2015

Stránek

326

EAN

9781848218826

ISBN

1848218826

Enbook ID

09511212

Vydavatel

ISTE Ltd and John Wiley & Sons Inc

Hmotnost

241

Rozměry

165 x 241 x 23

Kompletní popis

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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Basic Stochastic Processes

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Kompletní popis

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