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Introductory Stochastic Analysis for Finance and Insurance/ X. Sheldon Lin

By: Contributor(s): Material type: TextTextSeries: Wiley Series in Probability and StatisticsPublication details: New jersey: John wiley and sons, 2006.Description: xvi, 224p.: ill.; 24cmISBN:
  • 9780471716426
LOC classification:
  • DUCE HG106.L56
Summary: This book aimed at actuaries who would like to learn stochastic modeling techniques, this is an introductory level book on stochastic analysis for finance. It introduces the basic theories of stochastic processes and stochastic calculus, and provides the tool kits for modeling and pricing in finance and insurance
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Holdings
Item type Current library Collection Call number Copy number Status Barcode
Books DUCE LIBRARY Humanities: Shelf HC51. C57 – HF 3887. S64 Humanities and Social Sciences DUCE HG106.L56 (Browse shelf(Opens below)) 1 Available 000000011443
Books DUCE LIBRARY Humanities: Shelf HC51. C57 – HF 3887. S64 Humanities and Social Sciences DUCE HG106.L56 (Browse shelf(Opens below)) 5 Available 000000011442
Books DUCE LIBRARY Humanities: Shelf HC51. C57 – HF 3887. S64 Humanities and Social Sciences DUCE HG106.L56 (Browse shelf(Opens below)) 2 Available 000000011441
Books DUCE LIBRARY Humanities: Shelf HC51. C57 – HF 3887. S64 Humanities and Social Sciences DUCE HG106.L56 (Browse shelf(Opens below)) 4 Available 000000011440
Books DUCE LIBRARY Humanities: Shelf HC51. C57 – HF 3887. S64 Humanities and Social Sciences DUCE HG106.L56 (Browse shelf(Opens below)) 6 Available 000000011438
Books DUCE LIBRARY Humanities: Shelf HC51. C57 – HF 3887. S64 Special Reserve DUCE HG106.L56 (Browse shelf(Opens below)) 1 Not For Loan 000000013203
Books DUCE LIBRARY Humanities: Shelf HC51. C57 – HF 3887. S64 Special Reserve DUCE HG106.L56 (Browse shelf(Opens below)) 3 Not For Loan 000000011439

This book aimed at actuaries who would like to learn stochastic modeling techniques, this is an introductory level book on stochastic analysis for finance. It introduces the basic theories of stochastic processes and stochastic calculus, and provides the tool kits for modeling and pricing in finance and insurance

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