LEADER 00914nam0-2200337---450- 001 990009390910403321 005 20110705093810.0 035 $a000939091 035 $aFED01000939091 035 $a(Aleph)000939091FED01 035 $a000939091 100 $a20110705d1936----km-y0itay50------ba 101 0 $aita 102 $aIT 105 $aa-------001yy 200 1 $aGalline di faraone e tacchini$fAlessandro Ghigi 210 $aMilano$cHoepli$d1936 215 $aXVI, 494 p., 8 c. di tav.$cill.$d16 cm 225 1 $aManuali Hoepli 516 1 $aFaraone e tacchini 610 0 $aTacchini 610 0 $aGalline faraone 676 $a636.592 700 1$aGhigi,$bAlessandro$f<1875-1970>$070361 801 0$aIT$bUNINA$gRICA$2UNIMARC 901 $aBK 912 $a990009390910403321 952 $aV B 18$b313$fDMVSF 959 $aDMVSF 996 $aGalline di faraone e tacchini$996946 997 $aUNINA LEADER 03094nam 2200637 450 001 9910131640803321 005 20211213150211.0 010 $a1-119-18454-1 010 $a1-119-18457-6 010 $a1-119-18458-4 035 $a(CKB)3710000000459388 035 $a(EBL)2144887 035 $a(SSID)ssj0001551342 035 $a(PQKBManifestationID)16167684 035 $a(PQKBTitleCode)TC0001551342 035 $a(PQKBWorkID)14811684 035 $a(PQKB)11130629 035 $a(MiAaPQ)EBC4041107 035 $a(MiAaPQ)EBC2144887 035 $a(Au-PeEL)EBL4041107 035 $a(CaPaEBR)ebr11086799 035 $a(CaONFJC)MIL820178 035 $a(OCoLC)918624123 035 $a(Au-PeEL)EBL2144887 035 $a(PPN)249024063 035 $a(EXLCZ)993710000000459388 100 $a20150824h20152015 uy 0 101 0 $aeng 135 $aurcn|---||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aBasic stochastic processes /$fPierre Devolder, Jacques Janssen, Raimondo Manca 205 $aFirst edition. 210 1$aLondon, England :$cWiley,$d2015. 210 4$d©2015 215 $a1 online resource (327 pages) 225 1 $aMathematics and Statistics Series 300 $aDescription based upon print version of record. 311 1 $a1-84821-882-6 320 $aIncludes bibliographical references and index. 327 $aChapter 1. Basic Probabilistic Tools for Stochastic Modeling / Pierre Devolder, Jacques Janssen, Raimondo Manca -- Chapter 2. Homogeneous and Non-Homogeneous Renewal Models / Pierre Devolder, Jacques Janssen, Raimondo Manca -- Chapter 3. Markov Chains / Pierre Devolder, Jacques Janssen, Raimondo Manca -- Chapter 4. Homogeneous and Non-Homogeneous Semi-Markov Models / Pierre Devolder, Jacques Janssen, Raimondo Manca -- Chapter 5. Stochastic Calculus / Pierre Devolder, Jacques Janssen, Raimondo Manca -- Chapter 6. Lévy Processes / Pierre Devolder, Jacques Janssen, Raimondo -- Chapter 7. Actuarial Evaluation, VaR and Stochastic Interest Rate Models. 330 $aThis book presents basic stochastic processes, stochastic calculus including Le?vy 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 i 606 $aStochastic processes 615 0$aStochastic processes. 676 $a519.2 700 $aDevolder$b Pierre$0614083 702 $aJanssen$b Jacques 702 $aManca$b Raimondo 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 801 2$b6680 912 $a9910131640803321 996 $aBasic stochastic processes$91990223 997 $aUNINA