UID:
almafu_9959328700602883
Format:
1 online resource (xvi, 224 pages) :
,
illustrations
ISBN:
0471716421
,
9780471716426
,
0471793213
,
9780471793212
,
0471793205
,
9780471793205
,
1280411503
,
9781280411502
Series Statement:
Wiley series in probability and statistics
Content:
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.
Note:
Overview of probability theory -- Discrete-time stochastic processes -- Continuous-time stochastic processes -- Stochastic calculus : basic topics -- Stochastic calculus : advanced topics -- Applications in insurance.
Additional Edition:
Print version: Lin, X. Sheldon. Introductory stochastic analysis for finance and insurance. Hoboken, N.J. : John Wiley, ©2006 ISBN 0471716421
Language:
English
Keywords:
Electronic books.
;
Electronic books.
;
Electronic books.
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/0471793213
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/0471793213
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/0471793213
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