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


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Цена: 12854р.
Кол-во:
Наличие: Поставка под заказ.  Есть в наличии на складе поставщика.
Склад Англия: 625 шт.  Склад Америка: 129 шт.  
При оформлении заказа до: 17 янв 2020
Ориентировочная дата поставки: Середина Февраля

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Автор: X. Sheldon Lin
Название:  Introductory Stochastic Analysis for Finance and Insurance   (Лин Шелдон: Введение в стохастический анализ для финансов и страхования)
Издательство: Wiley
Классификация:
Финансы и бухгалтерский учет
Финансы
Математика

ISBN: 0471716421
ISBN-13(EAN): 9780471716426
ISBN: 0-471-71642-1
ISBN-13(EAN): 978-0-471-71642-6
Обложка/Формат: Hardback
Страницы: 248
Вес: 0.54 кг.
Дата издания: March 31, 2006
Серия: Wiley series in probability and statistics
Язык: ENG
Иллюстрации: Illustrations
Размер: 24.23 x 15.65 x 2.16 cm
Читательская аудитория: Professional & vocational
Ссылка на Издательство: Link
Рейтинг:
Поставляется из: Англии
Описание: Introductory Stochastic Finance for Actuaries is an introductory level book on stochastic analysis for finance. It is specifically written for actuaries who would like to learn stochastic modeling techniques in a user-friendly and self-contained manner. The book introduces the basic theories of stochastic processes and stochastic calculus, and provides the necessary tool kits for modeling and pricing in finance and insurance. While rigorous concepts are presented when appropriate, the emphasis is on applications, intuition, and computation rather than on the theory.
Дополнительное описание: Кол-во стр.: 224
Дата издания: 2005





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Stochastic Calculus for Finance I

Автор: Shreve
Название: Stochastic Calculus for Finance I
ISBN: 0387401008 ISBN-13(EAN): 9780387401003
Издательство: Springer
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Цена: 5142 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Based on a two-semester course sequence in the Master`s program in Computational Finance at Carnegie Mellon. This book gives statements of results, plausibility arguments, and some proofs. But more importantly, it provides intuitive explanations, which are developed and refined through classroom experience with this material.

Introductory Econometrics for Finance

Автор: Brooks
Название: Introductory Econometrics for Finance
ISBN: 1107661455 ISBN-13(EAN): 9781107661455
Издательство: Cambridge Academ
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Цена: 5203 р.
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Описание: This bestselling and thoroughly classroom-tested textbook is a complete resource for finance students. A comprehensive and illustrated discussion of the most common empirical approaches in finance prepares students for using econometrics in practice, while detailed case studies help them understand how the techniques are used in relevant financial contexts. Worked examples from the latest version of the popular statistical software EViews guide students to implement their own models and interpret results. Learning outcomes, key concepts and end-of-chapter review questions (with full solutions online) highlight the main chapter takeaways and allow students to self-assess their understanding. Building on the successful data- and problem-driven approach of previous editions, this third edition has been updated with new data, extensive examples and additional introductory material on mathematics, making the book more accessible to students encountering econometrics for the first time. A companion website, with numerous student and instructor resources, completes the learning package.

Stochastic Analysis for Finance with Simulations

Автор: Choe
Название: Stochastic Analysis for Finance with Simulations
ISBN: 3319255878 ISBN-13(EAN): 9783319255873
Издательство: Springer
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Цена: 6544 р.
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Описание:

This book is an introduction to stochastic analysis and quantitative finance; it includes both theoretical and computational methods. Topics covered are stochastic calculus, option pricing, optimal portfolio investment, and interest rate models. Also included are simulations of stochastic phenomena, numerical solutions of the Black–Scholes–Merton equation, Monte Carlo methods, and time series. Basic measure theory is used as a tool to describe probabilistic phenomena.
The level of familiarity with computer programming is kept to a minimum. To make the book accessible to a wider audience, some background mathematical facts are included in the first part of the book and also in the appendices. This work attempts to bridge the gap between mathematics and finance by using diagrams, graphs and simulations in addition to rigorous theoretical exposition. Simulations are not only used as the computational method in quantitative finance, but they can also facilitate an intuitive and deeper understanding of theoretical concepts.
Stochastic Analysis for Finance with Simulations is designed for readers who want to have a deeper understanding of the delicate theory of quantitative finance by doing computer simulations in addition to theoretical study. It will particularly appeal to advanced undergraduate and graduate students in mathematics and business, but not excluding practitioners in finance industry.
Stochastic Finance

Автор: Shiryaev
Название: Stochastic Finance
ISBN: 0387282629 ISBN-13(EAN): 9780387282626
Издательство: Springer
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Цена: 13557 р.
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Описание: Since the pioneering work of Black, Scholes, and Merton in the field of financial mathematics, research has led to the rapid development of a substantial body of knowledge, with plenty of applications to the common fun tioning of the world's financial institutions. Mathematics, as the language of science, has always played a role in the development of knowledge and technology. Presently, the high-tech character of modern business has increased the need for advanced methods, which rely to a large extent on mathematical techniques.

It has become essential for the financial analyst to possess a high degree of proficiency in these mathematical techniques.

Stochastic Calculus for Finance II

Автор: Shreve, Steven E.
Название: Stochastic Calculus for Finance II
ISBN: 0387401016 ISBN-13(EAN): 9780387401010
Издательство: Springer
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Цена: 5138 р.
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Описание: Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professional Master's program in Computational Finance. The content of this book has been used successfully with students whose mathematics background consists of calculus and calculus-based probability. The text gives both precise statements of results, plausibility arguments, and even some proofs, but more importantly intuitive explanations developed and refine through classroom experience with this material are provided. The book includes a self-contained treatment of the probability theory needed for stochastic calculus, including Brownian motion and its properties. Advanced topics include foreign exchange models, forward measures, and jump-diffusion processes.This book is being published in two volumes. This second volume develops stochastic calculus, martingales, risk-neutral pricing, exotic options and term structure models, all in continuous time.Master's level students and researchers in mathematical finance and financial engineering will find this book useful.

Option Theory with Stochastic Analysis

Автор: Benth
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ISBN: 354040502X ISBN-13(EAN): 9783540405023
Издательство: Springer
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Цена: 5142 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: The objective of this textbook is to provide a very basic and accessible introduction to option pricing, invoking only a minimum of stochastic analysis. Although short, it covers the theory essential to the statistical modeling of stocks, pricing of derivatives (general contingent claims) with martingale theory, and computational finance including both finite-difference and Monte Carlo methods. The reader is led to an understanding of the assumptions inherent in the Black & Scholes theory, of the main idea behind deriving prices and hedges, and of the use of numerical methods to compute prices for exotic contracts. The author's style is compact and to-the-point, requiring of the reader only basic mathematical skills. In contrast to many books addressed to an audience with greater mathematical experience, it can appeal not only to students entering the discipline, but also to many practitioners, e.g. in industry, looking for an introduction to this theory without too much detail.

Stochastic Processes for Insurance and Finance

Название: Stochastic Processes for Insurance and Finance
ISBN: 0470743638 ISBN-13(EAN): 9780470743638
Издательство: Wiley
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Цена: 7106 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Intends to offer an accessible reference for researchers and practitioners of insurance mathematics. This book presents an overview of this subject and specifically addresses the principle concepts of insurance and finance and, examples with real life data. It explains numerical and algorithmic procedures for modern insurance practices.

Risk analysis in finance and insurance

Автор: Melnikov, Alexander
Название: Risk analysis in finance and insurance
ISBN: 1420070525 ISBN-13(EAN): 9781420070521
Издательство: Taylor&Francis
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Описание: The development of quantitative methods based on stochastic analysis is a key achievement of modern financial mathematics. This book presents an introduction to the main ideas, methods, and techniques that transform risk management into a quantitative science.

Problems and Solutions in Mathematical Finance: Volume I - Stochastic Calculus

Автор: Chin Eric, Olafsson Sverrir, Nel Dian
Название: Problems and Solutions in Mathematical Finance: Volume I - Stochastic Calculus
ISBN: 1119965837 ISBN-13(EAN): 9781119965831
Издательство: Wiley
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Цена: 4179 р.
Наличие на складе: Нет в наличии.

Описание: Mathematical finance requires the use of advanced mathematical techniques drawn from the theory of probability, stochastic processes and stochastic differential equations. These areas are generally introduced and developed at an abstract level, making it problematic applying these techniques to practical issues in finance. Problems and Solutions in Mathematical Finance Volume I: Stochastic Calculus is the first of a four–volume set of books focusing on problems and solutions in mathematical finance. This volume introduces the reader to the basic stochastic calculus concepts required for the study of this important subject, providing a large number of worked examples which enable the reader to build the necessary foundation for more practical orientated problems in the later volumes. Through this application and by working through the numerous examples, the reader will properly understand and appreciate the fundamentals that underpin mathematical finance. This book takes a dual approach using stochastic calculus to develop partial differentiation equations for pricing options and also constructs probability measures via martingale theory so that option prices can be expressed as expectations. Each chapter begins with an introduction to the fundamentals and the essential definitions and explanations needed to solve the subsequent problems. Written mainly for students, industry practitioners and those involved in teaching in this field of study, Stochastic Calculus provides a valuable reference book to complement one’s further understanding of mathematical finance.

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Цена: 3539 р.
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Introductory Econometrics for Finance

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Название: Introductory Econometrics for Finance
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Издательство: Cambridge Academ
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Описание: This best-selling textbook addresses the need for an introduction to econometrics specifically written for finance students. Key features:• Thoroughly revised and updated, including two new chapters on panel data and limited dependent variable models • Problem-solving approach assumes no prior knowledge of econometrics emphasising intuition rather than formulae, giving students the skills and confidence to estimate and interpret models• Detailed examples and case studies from finance show students how techniques are applied in real research• Sample instructions and output from the popular computer package EViews enable students to implement models themselves and understand how to interpret results• Gives advice on planning and executing a project in empirical finance, preparing students for using econometrics in practice • Covers important modern topics such as time-series forecasting, volatility modelling, switching models and simulation methods• Thoroughly class-tested in leading finance schools

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Название: Stochastic Claims Reserving Methods in Insurance
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Издательство: Wiley
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Цена: 8621 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Stochastic loss liability modeling and quantifying prediction uncertainties has become standard under the legal framework for the financial industry. This book covers various mathematical theories and practical guidance needed in order to adhere to these stochastic techniques.


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