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Introductory stochastic analysis for finance and insurance

Author: X Sheldon Lin
Publisher: Hoboken, N.J. : J. Wiley & Sons, ©2006.
Series: Wiley series in probability and statistics.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Summary:
Aimed at actuaries who would like to learn stochastic modeling techniques, this is an introductory level book on stochastic analysis for finance. It introduces the basic theories of stochastic processes and stochastic calculus, and provides the tool kits for modeling and pricing in finance and insurance.
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Genre/Form: Livres électroniques
Livres numériques
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: X Sheldon Lin
ISBN: 0471716421 9780471716426
OCLC Number: 881661457
Notes: Titre de l'écran-titre (visionné le 19 juin 2014).
TRAITEMENT SOMMAIRE.
Description: 1 ressource en ligne (1 v.).
Contents: Overview of probability theory --
Discrete-time stochastic processes --
Continuous-time stochastic processes --
Stochastic calculus : basic topics --
Stochastic calculus : advanced topics --
Applications in insurance.
Series Title: Wiley series in probability and statistics.
Responsibility: X. Sheldon Lin.
More information:

Abstract:

Incorporates the many tools needed for modeling and pricing in finance and insurance Introductory Stochastic Analysis for Finance and Insurance introduces readers to the topics needed to master and  Read more...

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"The actuarial topics discussed by the author are absolutely nonstandard and provide a strong point in favor of this book compared to its competitors..." (Mathematical Reviews, Issue 2007a) "...very Read more...

 
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