Posted by **fdts** at Sept. 14, 2016

by Denis Bosq (Author), Hung T. Nguyen

English | 1996 | ISBN: 9048147131 | 354 pages | PDF | 6.23 MB

Posted by **arundhati** at May 19, 2016

2009 | ISBN-10: 3540893318, 3642430430 | 443 pages | PDF | 3 MB

Posted by **interes** at March 5, 2015

English | 2006-12-15 | ISBN: 0387341714 | PDF | 395 pages | 14 MB

Posted by **MoneyRich** at Sept. 24, 2014

Cambridge University Press; 1 edition | September 16, 2002 | English | ISBN: 0521890772 | 206 pages | PDF | 2 MB

This text is designed for first courses in financial calculus aimed at students with a good background in mathematics. Key concepts such as martingales and change of measure are introduced in the discrete time framework, allowing an accessible account of Brownian motion and stochastic calculus. The Black-Scholes pricing formula is first derived in the simplest financial context. Subsequent chapters are devoted to increasing the financial sophistication of the models and instruments. The final chapter introduces more advanced topics including stock price models with jumps, and stochastic volatility. A large number of exercises and examples illustrate how the methods and concepts can be applied to realistic financial questions.

Posted by **libr** at Sept. 7, 2014

English | 2006-06-01 | ISBN: 3540406506 | 241 pages | PDF | 5,4 mb

This book offers a mathematical introduction to non-life insurance and, at the same time, to a multitude of applied stochastic processes. It gives detailed discussions of the fundamental models for claim sizes, claim arrivals, the total claim amount, and their probabilistic properties.

Posted by **interes** at June 18, 2014

English | 2010 | ISBN-10: 1848211589 | 416 pages | PDF | 4 MB

Stochastic finance and financial engineering have been rapidly expanding fields of science over the past four decades, mainly due to the success of sophisticated quantitative methodologies in helping professionals manage financial risks. In recent years, we have witnessed a tremendous acceleration in research efforts aimed at better comprehending, modeling and hedging this kind of risk.

Posted by **interes** at March 20, 2014

English | 2006-06-01 | ISBN: 3540406506 | 241 pages | PDF | 5,4 mb

This book offers a mathematical introduction to non-life insurance and, at the same time, to a multitude of applied stochastic processes. It gives detailed discussions of the fundamental models for claim sizes, claim arrivals, the total claim amount, and their probabilistic properties.

Posted by **interes** at Feb. 22, 2014

English | 2012 | ISBN: 1118229622 | ISBN-13: 9781118229620 | 456 pages | PDF | 18,5 MB

Explore real-world applications of selected mathematical theory, concepts, and methods

Exploring related methods that can be utilized in various fields of practice from science and engineering to business, A First Course in Applied Mathematics details how applied mathematics involves predictions, interpretations, analysis, and mathematical modeling to solve real-world problems.

Posted by **interes** at Feb. 1, 2014

English | 2006-12-15 | ISBN: 0387341714 | PDF | 395 pages | 14 MB

This book uses a distinctly applied framework to present the most important topics in stochastic processes, including Gaussian and Markovian processes, Markov Chains, Poisson processes, Brownian motion and queueing theory. The book also examines in detail special diffusion processes, with implications for finance, various generalizations of Poisson processes, and renewal processes.

Posted by **arundhati** at Aug. 10, 2013

2010 | ISBN-10: 1848211589 | 416 pages | PDF | 4 MB