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stochastic process » stochastic processes

1
by Mandjes, Michel, Boxma, Onno
Published 2023
Springer Nature Switzerland
Subjects: ...Probability Theory...

2
by Schmidli, Hanspeter
Published 2008
Springer London
Table of Contents: ... Insurance -- Asymptotics of Controlled Risk Processes -- Appendices -- Stochastic Processes and Martingales...

3
by Embrechts, Paul, Klüppelberg, Claudia, Mikosch, Thomas
Published 1997
Springer Berlin Heidelberg
Table of Contents: ...Reader Guidelines -- Risk Theory -- Fluctuations of Sums -- Fluctuations of Maxima -- Fluctuations...

4
Published 2014
Springer International Publishing
Table of Contents: ... in a Classical Risk Process with Non-Polynomial Perturbations -- Asymptotics of Ruin Probabilities...

5
by Zopounidis, Constantin
Published 2015
Wiley
Table of Contents: ... Portfolio Management -- Chapter 7 Portfolio Optimization: Theory and Practice -- Static Portfolio Theory...

6
Published 2014
Springer International Publishing
Table of Contents: ...: Threshold Random Walk structures in finance -- 26 J. Gogola: Stochastic mortality models. Application to CR...

7
by Chatterjee, Rupak
Published 2014
Apress
Table of Contents: ...: Statistical Analysis of Financial Data -- Tools in Probability Theory -- Moments of a Distribution -- Creating...

8
by Boudreault, Mathieu, Renaud, Jean-François
Published 2019
John Wiley & Sons, Inc.
Table of Contents: ... trinomial tree models -- Brownian motion -- Introduction to stochastic calculus -- Introduction to the black...

9
by Haughey, Brian
Published 2011
Wiley
Table of Contents: ... Discount Rates Selection -- 3.5 Cash Flow Projection and Asset Valuation -- 3.6 Stochastic Asset Valuation...

10
by Peters, Gareth W., Shevchenko, Pavel V.
Published 2015
John Wiley & Sons
Table of Contents: ... Location of the Most Probable Loss Amount for Stable Severity Models -- 4.10 Asymptotic Tail Properties...