Deterministic and Stochastic Models
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Mathematical Finance by Jacques Janssen
Book DescriptionThis book provides a detailed study of Financial Mathematics. In addition to the extraordinary depth the book provides, it offers a study of the axiomatic approach that is ideally suited for analyzing financial problems. This book is addressed to MBA's, Financial Engineers, Applied Mathematicians, Banks, Insurance Companies, and Students of Business School, of Economics, of Applied Mathematics, of Financial Engineering, Banks, and more.
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Book DetailsISBN: 9781848210813
(241mm x 125mm x 52mm)
Imprint: ISTE Ltd and John Wiley & Sons Inc
Publisher: ISTE Ltd and John Wiley & Sons Inc
Publish Date: 12-Nov-2008
Country of Publication: United Kingdom
Books By Author Jacques Janssen
Asset and Liability Management for Banks and Insurance Companies, Hardback (August 2015)
This book introduces ALM in the context of banks and insurance companies. Although this strategy has a core of fundamental frameworks, models may vary between banks and insurance companies because of the different risks and goals involved.
Basic Stochastic Processes, Hardback (August 2015)
This book presents basic stochastic processes, stochastic calculus including Levy processes on one hand, and Markov and Semi Markov models on the other.
VaR Methodology for Non-Gaussian Finance, Hardback (April 2013)
With the impact of the recent financial crises, more attention must be given to new models in finance rejecting Black-Scholes-Samuelson assumptions leading to what is called non-Gaussian finance.
Applied Diffusion Processes from Engineering to Finance, Hardback (March 2013)» View all books by Jacques Janssen
The aim of this book is to promote interaction between engineering, finance and insurance, as these three domains have many models and methods of solution in common for solving real-life problems. The authors point out the strict inter-relations that exist among the diffusion models used in engineering, finance and insurance.
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