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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   $a9910816655903321
996   $aBasic stochastic processes$94029034
997   $aUNINA