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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| Online Access: |
Full Text (via Wiley) |
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| Main Author: | |
| Format: | eBook |
| Language: | English |
| Published: |
Hoboken, N.J. :
John Wiley,
©2006.
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| Series: | Wiley series in probability and statistics.
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| Subjects: |
| Summary: | 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 insurance. |
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| Physical Description: | 1 online resource (xvi, 224 pages) : illustrations. |
| Bibliography: | Includes bibliographical references (pages 217-219) and index. |
| ISBN: | 0471716421 9780471716426 0471793213 9780471793212 0471793205 9780471793205 1280411503 9781280411502 |
| Source of Description, Etc. Note: | Print version record. |