Introductory Stochastic Analysis for Finance and Insurance

by X. Sheldon Lin and Society of Actuaries

Incorporates the many tools needed for modeling and pricing in finance and insurance 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 modeling and pricing in finance and insurance. Practical in focus, the...

• Format: Hardcover
• Language: English
• ISBN: 0471716421
• ISBN13: 9780471716426
• Release Date: March 2006
• Publisher: Wiley-Interscience
• Length: 248 Pages
• Weight: 1.17 lbs.
• Dimensions: 0.8" x 6.2" x 9.5"