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Hajm 327 sahifalar
Basic Stochastic Processes
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Kitob haqida
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.
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Izoh qoldiring
Kirish, kitobni baholash va sharh qoldirish
Kitob tavsifi
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.
Kitob Jacques Janssen, Raimondo Manca va boshqalar «Basic Stochastic Processes» — veb-saytda onlayn o'qing. Fikr va sharhlar qoldiring, sevimlilarga ovoz bering.
Yosh cheklamasi:
0+Litresda chiqarilgan sana:
20 iyun 2018Hajm:
327 Sahifa ISBN:
9781119184577Umumiy o'lcham:
3.7 МБUmumiy sahifalar soni :
327Matbaachilar:
Mualliflik huquqi egasi:
John Wiley & Sons Limited
