Basic stochastic processes /
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| Other Authors: | , |
| Format: | eBook |
| Language: | English |
| Published: |
London :
ISTE,
2015.
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| Series: | Oregon State monographs. Mathematics and statistics series.
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| Subjects: | |
| Online Access: | Full Text via HEAL-Link |
Table of Contents:
- Basic Probabilistic Tools for Stochastic Modeling / Pierre Devolder, Jacques Janssen, Raimondo Manca
- Homogeneous and Non-Homogeneous Renewal Models / Pierre Devolder, Jacques Janssen, Raimondo Manca
- Markov Chains / Pierre Devolder, Jacques Janssen, Raimondo Manca
- Homogeneous and Non-Homogeneous Semi-Markov Models / Pierre Devolder, Jacques Janssen, Raimondo Manca
- Stochastic Calculus / Pierre Devolder, Jacques Janssen, Raimondo Manca
- Lévy Processes / Pierre Devolder, Jacques Janssen, Raimondo Manca
- Actuarial Evaluation, VaR and Stochastic Interest Rate Models / Pierre Devolder, Jacques Janssen, Raimondo Manca.