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Introductory Stochastic Analysis for Finance and Insurance
X. Sheldon Lin
€ 167.64
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Description for Introductory Stochastic Analysis for Finance and Insurance
Hardcover. 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. Series: Wiley Series in Probability and Statistics. Num Pages: 248 pages, Illustrations. BIC Classification: KFFN. Category: (P) Professional & Vocational. Dimension: 236 x 167 x 21. Weight in Grams: 540.
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 ... Read more
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 ... Read more
Product Details
Format
Hardback
Publication date
2006
Publisher
John Wiley and Sons Ltd United States
Number of pages
248
Condition
New
Series
Wiley Series in Probability and Statistics
Number of Pages
248
Place of Publication
, United States
ISBN
9780471716426
SKU
V9780471716426
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-50
About X. Sheldon Lin
X. SHELDON LIN, PhD, ASA, is Professor of Actuarial Sciences in the Department of Statistics, University of Toronto. He is an Associate of the Society of Actuaries and an Associate Editor for North American Actuarial Journal and Insurance: Mathematics and Economics. Dr. Lin's research interests include mathematical finance, actuarial science, and applied probability. He is an author or coauthor of ... Read more
Reviews for Introductory Stochastic Analysis for Finance and Insurance
"…a positive addition to the introductory textbooks on stochastic calculus for financial applications." (Journal of the American Statistical Association, June 2007) "The actuarial topics discussed by the author are absolutely nonstandard and provide a strong point in favor of this book compared to its competitors…" (Mathematical Reviews, Issue 2007a) "…very suitable for practitioners who just need to ... Read more