Introductory stochastic analysis for finance and insurance /
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| Author / Creator: | Lin, X. Sheldon. |
|---|---|
| Imprint: | Hoboken, N.J. : John Wiley, c2006. |
| Description: | xvi, 224 p. : ill. ; 25 cm. |
| Language: | English |
| Series: | Wiley series in probability and statistics |
| Subject: | |
| Format: | Print Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/5900640 |
Table of Contents:
- List of Figures
- List of Tables
- Preface
- 1. Introduction
- 2. Overview of Probability Theory
- 3. Discrete-Time Stochastic Processes
- 4. Continuous-Time Stochastic Processes
- 5. Stochastic Calculus: Basic Topics
- 6. Stochastic Calculus: Advanced Topics
- 7. Applications in Insurance
- References
- Topic Index
