This book presents basic stochastic processes, stochastic calculus including Lévy 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, Va R 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.
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.
€139.99
लेखक के बारे में
Pierre Devolder, Université catholique de Louvain, Belgium.Jacques Janssen, Solvay Business School, Brussels, Belgium.
Raimondo Manca, University ‘La Sapienza’, Rome, Italy.
भाषा अंग्रेज़ी ● स्वरूप EPUB ● पेज 326 ● ISBN 9781119184546 ● फाइल का आकार 17.2 MB ● प्रकाशक John Wiley & Sons ● प्रकाशित 2015 ● संस्करण 1 ● डाउनलोड करने योग्य 24 महीने ● मुद्रा EUR ● आईडी 4454802 ● कॉपी सुरक्षा Adobe DRM
एक DRM सक्षम ईबुक रीडर की आवश्यकता है
एक ही लेखक से अधिक ईबुक / संपादक
47,502 इस श्रेणी में ईबुक
