Introductory Stochastic Analysis for Finance and Insurance (Wiley Series in Probability and Statistics) Год выпуска: 2006Автор: X. Sheldon Lin, Society of ActuariesИздательство: Страниц: 248ISBN: 0471716421Описание 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...
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Лера, 10.06 Уже прошла предзащиту, сказали, что работа хорошая)) Спасибо вам!
