Cover Image
Read Now

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...

Full description

Bibliographic Details
Main Author: Lin, X. Sheldon
Format: eBook
Language:English
Published: Hoboken, N.J. John Wiley 2006
Series:Wiley series in probability and statistics
Subjects:
Business & Economics / Finance / Bisacsh
Finances / Modèles Mathématiques
Finance / Mathematical Models / Http://id.loc.gov/authorities/subjects/sh85048260
Business
Finance / Mathematical Models / Fast
Insurance / Mathematical Models
Stochastic Analysis / Http://id.loc.gov/authorities/subjects/sh85128175
Insurance / Mathematical Models / Fast
Stochastic Analysis / Fast
Assurance / Modèles Mathématiques
Analyse Stochastique
Online Access:
Collection: O'Reilly - Collection details see MPG.ReNa
Table of Contents:
  • Overview of probability theory
  • Discrete-time stochastic processes
  • Continuous-time stochastic processes
  • Stochastic calculus : basic topics
  • Stochastic calculus : advanced topics
  • Applications in insurance
  • Includes bibliographical references (pages 217-219) and index

Similar Items