Introductory stochastic analysis for finance and insurance
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 insur...
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| Format: | eBook |
| Language: | English |
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Hoboken, N.J.
John Wiley
2006
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| Series: | Wiley series in probability and statistics
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| Collection: | O'Reilly - Collection details see MPG.ReNa |
| Summary: | 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 |
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| Physical Description: | xvi, 224 pages illustrations |
| ISBN: | 0471716421 9780471793205 9780471716426 0471793205 1280411503 0471793213 9780471793212 |