Name: introductory stochastic analysis for finance and insurance
SKU: 10772133
Price: 2770.00 ZAR
Availability: InStock
Author: x. sheldon lin, society of actuaries
ISBN: 9780471716426

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portada introductory stochastic analysis for finance and insurance

introductory stochastic analysis for finance and insurance

Type

Physical Book

Publisher

wiley-interscience

Author

x. sheldon lin, society of actuaries

Pages

248.00

ISBN

0471716421

ISBN13

9780471716426

Synopsis "introductory stochastic analysis for finance and insurance"

this is an introductory level book on stochastic analysis for finance. it is specifically written for actuaries who would like to learn stochastic modeling techniques in a user-friendly and self-contained manner. the aim of the book is to introduce the basic theories of stochastic processes and stochastic calculus, and to provide the necessary tool kits for modeling and pricing in finance and insurance. while rigorous concepts are presented when appropriate, the emphasis is on applications, intuition, and computation rather than on the theory.