Basic Stochastic Processes

Basic Stochastic Processes

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This book presents basic stochastic processes, stochastic calculus including Lévy processes on one hand, and Markov and Semi Markov models on the other. From the financial point of view, essential concepts such as the Black and Scholes model, VaR indicators, actuarial evaluation, market values, fair pricing play a central role and will be presented.

The authors also present basic concepts so that this series is relatively self-contained for the main audience formed… (more)


Book Details  


Publisher: Wiley-Iste (August 04, 2015)

Format: EPUB

Page count: 326 pages

File size: 17 MB

Protection: DRM

Language: English


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