Introductory stochastic analysis for finance and insurance
Incorporates the many tools needed for modeling and pricing in finance and insuranceIntroductory Stochastic Analysis for Finance and Insurance introduces readers to the topics needed to master and use basic stochastic analysis techniques for mathematical finance. The author presents the theories of...
| Autor principal: | |
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Hoboken, N.J. :
John Wiley
c2006.
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| Edición: | 1st edition |
| Colección: | Wiley series in probability and statistics.
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| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009627357206719 |
| Sumario: | Incorporates the many tools needed for modeling and pricing in finance and insuranceIntroductory Stochastic Analysis for Finance and Insurance introduces readers to the topics needed to master and use basic stochastic analysis techniques for mathematical finance. The author presents the theories of stochastic processes and stochastic calculus and provides the necessary tools for modeling and pricing in finance and insurance. Practical in focus, the book's emphasis is on application, intuition, and computation, rather than theory.Consequently, the text is of interest to graduate |
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| Notas: | Description based upon print version of record. |
| Descripción Física: | 1 online resource (250 p.) |
| Bibliografía: | Includes bibliographical references (p. 217-219) and index. |
| ISBN: | 9781280411502 9786610411504 9780470362174 9780471793212 9780471793205 |
