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X. Sheldon Lin | Akateeminen Kirjakauppa

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Introductory Stochastic Analysis for Finance and Insurance
X. Sheldon Lin
John Wiley & Sons Inc (2006)
Kovakantinen kirja
142,80
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ostoskoriin kpl
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Lundberg Approximations for Compound Distributions with Insurance Applications
Willmot Gordon E. Willmot; Lin X. Sheldon Lin
Springer Nature B.V. (2011)
Pehmeäkantinen kirja
115,00
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ostoskoriin kpl
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Lundberg Approximations for Compound Distributions with Insurance Applications
Gordon E. Willmot; X. Sheldon Lin
Springer-Verlag New York Inc. (2000)
Pehmeäkantinen kirja
49,60
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ostoskoriin kpl
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The Chinese Heroin Trade - Cross-Border Drug Trafficking in Southeast Asia and Beyond
Ko-lin Chin; Sheldon X. Zhang
MI - New York University (2015)
Kovakantinen kirja
54,10
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ostoskoriin kpl
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Chinese Connection - Cross-Border Drug Trafficking Between Myanmar and China - Scholar's Choice Edition
Assistant Professor of Criminal Justice Ko-Lin Chin; Sheldon X Zhang; National Institute of Justice; National Institute of Jus
Scholar's Choice (2015)
Pehmeäkantinen kirja
24,20
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Introductory Stochastic Analysis for Finance and Insurance
142,80 €
John Wiley & Sons Inc
Sivumäärä: 248 sivua
Asu: Kovakantinen kirja
Julkaisuvuosi: 2006, 31.03.2006 (lisätietoa)
Kieli: Englanti
Incorporates the many tools needed for modeling and pricing in finance and insurance

Introductory Stochastic Analysis for Finance and Insurance introduces readers to the topics needed to master and use basic stochastic analysis techniques for mathematical finance. The author presents the theories of stochastic processes and stochastic calculus and provides the necessary tools for modeling and pricing in finance and insurance. Practical in focus, the book's emphasis is on application, intuition, and computation, rather than theory.

Consequently, the text is of interest to graduate students, researchers, and practitioners interested in these areas. While the text is self-contained, an introductory course in probability theory is beneficial to prospective readers.

This book evolved from the author's experience as an instructor and has been thoroughly classroom-tested. Following an introduction, the author sets forth the fundamental information and tools needed by researchers and practitioners working in the financial and insurance industries:
* Overview of Probability Theory
* Discrete-Time stochastic processes
* Continuous-time stochastic processes
* Stochastic calculus: basic topics

The final two chapters, Stochastic Calculus: Advanced Topics and Applications in Insurance, are devoted to more advanced topics. Readers learn the Feynman-Kac formula, the Girsanov's theorem, and complex barrier hitting times distributions. Finally, readers discover how stochastic analysis and principles are applied in practice through two insurance examples: valuation of equity-linked annuities under a stochastic interest rate environment and calculation of reserves for universal life insurance.

Throughout the text, figures and tables are used to help simplify complex theory and pro-cesses. An extensive bibliography opens up additional avenues of research to specialized topics.

Ideal for upper-level undergraduate and graduate students, this text is recommended for one-semester courses in stochastic finance and calculus. It is also recommended as a study guide for professionals taking Causality Actuarial Society (CAS) and Society of Actuaries (SOA) actuarial examinations.

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Tilaustuote | Arvioimme, että tuote lähetetään meiltä noin 4-5 viikossa | Tilaa jouluksi viimeistään 27.11.2024
Myymäläsaatavuus
Helsinki
Tapiola
Turku
Tampere
Introductory Stochastic Analysis for Finance and Insurance
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ISBN:
9780471716426
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