Introductory Stochastic Finance for Actuaries

Top categories:
Choose another category:


You are here: - Introductory Stochastic Finance for Actuaries -

Introductory Stochastic Finance for Actuaries

By: X. Sheldon Lin, Society of Actuaries

Normal price: 50.5
Our price: 42.93 + postage
Bargain: save £7.57 !

Product code: 21447
ISBN: 0471716421
224 pages
Format: Hb
Published by: John Wiley & Sons, 2006, 1st edition
write a review about this book
There are no reviews available for this book

Introductory Stochastic Finance for Actuaries - front page cover image
 
Click here to buy this book

Description of Introductory Stochastic Finance for Actuaries
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 modelling techniques in a user-friendly and self-contained manner. The book introduces the basic theories of stochastic calculus, and provides the necessary tool kits for modelling and pricing in finance and insurance. While rigorous concepts are presented when appropriate, the emphasis is on applications, intuition, and computation rather than on theory.