Basic Stochastic Processes by P Devolder


Authors
P Devolder
ISBN
9781848218826
Published
Binding
Hardcover
Pages
326
Dimensions
165 x 241 x 23mm

This book presents basic stochastic processes, stochastic calculus including Levy 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 by actuaries and particularly with ERM (enterprise risk management) certificates, insurance risk managers, students in Master in mathematics or economics and people involved in Solvency II for insurance companies and in Basel II and III for banks.
EOFY 2025 Book Frenzy
223.54
RRP: $262.99
15% off RRP


This product is unable to be ordered online. Please check in-store availability.
Instore Price: $262.99
Enter your Postcode or Suburb to view availability and delivery times.

You might also like


RRP refers to the Recommended Retail Price as set out by the original publisher at time of release.
The RRP set by overseas publishers may vary to those set by local publishers due to exchange rates and shipping costs.
Due to our competitive pricing, we may have not sold all products at their original RRP.