Basic Stochastic Processes Av Pierre (universite Catholique De Louvain) Devolder, Jacques Janssen, Raimondo Manca

This book presents basic stochastic processes, stochastic calculus including L¿ processes on one hand, and Markov and Semi Markov models on the other. From the financial point of view, essential concepts such as the Black and Scholes model, VaR indicators, actuarial evaluation, market values, fair pricing play a central role and will be presented.The authors also present basic concepts so that this series is relatively self-contained for the main audience formed by actuaries and particularly with ERM (enterprise risk management) certificates, insurance risk managers, students in Master in mathematics or economics and people involved in Solvency II for insurance companies and in Basel II and III for banks.

Pris: kr 1819.00 fra Norli

Butikk	Produktnavn	Lagerstus	Pris
	Basic Stochastic Processes Av Pierre (universite Catholique De Louvain) Devolder, Jacques Janssen, Raimondo Manca	Se butikk	kr 1819.00	Besøk butikk

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Basic Stochastic Processes Av Pierre (universite Catholique De Louvain) Devolder, Jacques Janssen, Raimondo Manca

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