Introductory stochastic analysis for finance and insurance / X. Sheldon Lin.

Aimed at actuaries who would like to learn stochastic modeling techniques, this is an introductory level book on stochastic analysis for finance. It introduces the basic theories of stochastic processes and stochastic calculus, and provides the tool kits for modeling and pricing in finance and insur...

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Bibliographic Details

Online Access:	Full Text (via Wiley)
Main Author:	Lin, X. Sheldon
Format:	eBook
Language:	English
Published:	Hoboken, N.J. : John Wiley, ©2006.
Series:	Wiley series in probability and statistics.
Subjects:	Finance > Mathematical models. Insurance > Mathematical models. Stochastic analysis.