Introductory stochastic analysis for finance and insurance : Wiley series in probability and statistics /
Lin, X, Sheldon
text
New Jersey : John Wiley and Sons, Inc,
2006
Introductory Stochastic Analysis for Finance and Insurance introduces readers to the topics needed to master and use basic stochastic analysis techniques for mathematical finance. The author presents the theories of stochastic processes and stochastic calculus and provides the necessary tools for modelling and pricing in finance and insurance. Practical in focus, the book's emphasis is on application, intuition and computation rather than theory.
Insurance
URN:ISBN:0-471-71642-1