Basic stochastic processes / / Pierre Devolder, Jacques Janssen, Raimondo Manca
(Visualizza in formato marc)
(Visualizza in BIBFRAME)
| Autore: |
Devolder Pierre
|
| Titolo: |
Basic stochastic processes / / Pierre Devolder, Jacques Janssen, Raimondo Manca
|
| Pubblicazione: | London, England : , : Wiley, , 2015 |
| ©2015 | |
| Edizione: | First edition. |
| Descrizione fisica: | 1 online resource (327 pages) |
| Disciplina: | 519.2 |
| Soggetto topico: | Stochastic processes |
| Persona (resp. second.): | JanssenJacques |
| MancaRaimondo | |
| Note generali: | Description based upon print version of record. |
| Nota di bibliografia: | Includes bibliographical references and index. |
| Nota di contenuto: | Chapter 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. |
| Sommario/riassunto: | 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 i |
| Titolo autorizzato: | Basic stochastic processes |
| ISBN: | 1-119-18454-1 |
| 1-119-18457-6 | |
| 1-119-18458-4 | |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | 9910816655903321 |
| Lo trovi qui: | Univ. Federico II |
| Opac: | Controlla la disponibilità qui |