Basic Stochastic Processes book cover by Pierre Devolder, Jacques Janssen, Raimondo Manca

Basic Stochastic Processes [9781848218826]

Name: Basic Stochastic Processes [9781848218826]
SKU: 9781848218826
Availability: InStock

Author: Pierre Devolder Jacques Janssen Raimondo Manca

Hardcover

SKU: 9781848218826

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Quantity	Price	Savings
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100 - 249		16%
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Format Sturdy and long-lasting. Ideal for libraries and classrooms, and a polished choice for corporate gifts, leadership programs, or event takeaways.

Hardcover

Price $177.95

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Overview

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.

The book, Basic Stochastic Processes [Bulk, Wholesale, Quantity] ISBN#9781848218826 in Hardcover by Pierre Devolder, Jacques Janssen, Raimondo Manca may be ordered in bulk quantities. Minimum starts at 25 copies. Availability based on publisher status and quantity being ordered.

Details

Author:

Pierre Devolder Jacques Janssen Raimondo Manca

Format:

Hardcover

Publication Date:

08/31/2015

ISBN-13:

9781848218826

Pages:

326

Publisher:

Wiley

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