免费下载书籍地址：PDF下载地址
精美图片
Introductory Stochastic Analysis for Finance and Insurance金融保险随机分析导论书籍详细信息
- ISBN：9780471716426
- 作者：暂无作者
- 出版社：暂无出版社
- 出版时间：2006-03
- 页数：248
- 价格：759.40
- 纸张：胶版纸
- 装帧：精装
- 开本：16开
- 语言：未知
- 丛书：暂无丛书
- TAG：暂无
- 豆瓣评分：暂无豆瓣评分
内容简介：
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 book's emphasis is on application, intuition, and computation, rather than theory.
Consequently, the text is of interest to graduate students, researchers, and practitioners interested in these areas. While the text is self-contained, an introductory course in probability theory is beneficial to prospective readers.
This book evolved from the author's experience as an instructor and has been thoroughly classroom-tested. Following an introduction, the author sets forth the fundamental information and tools needed by researchers and practitioners working in the financial and insurance industries:
*Overview of Probability Theory
*Discrete-Time stochastic processes
*Continuous-time stochastic processes
*Stochastic calculus: basic topics
The final two chapters, Stochastic Calculus: Advanced Topics and Applications in Insurance, are devoted to more advanced topics. Readers learn the Feynman-Kac formula, the Girsanov's theorem, and complex barrier hitting times distributions. Finally, readers discover how stochastic analysis and principles are applied in practice through two insurance examples: valuation of equity-linked annuities under a stochastic interest rate environment and calculation of reserves for universal life insurance.
Throughout the text, figures and tables are used to help simplify complex theory and pro-cesses. An extensive bibliography opens up additional avenues of research to specialized topics.
Ideal for upper-level undergraduate and graduate students, this text is recommended for one-semester courses in stochastic finance and calculus. It is also recommended as a study guide for professionals taking Causality Actuarial Society (CAS) and Society of Actuaries (SOA) actuarial examinations.
书籍目录：
List of Figures
List of Tables
Preface
1 Introduction
2 Overview of Probability Theory
2.1 Probability Spaces and Information Structures
2.2 Random Variables, Moments and Transforms
2.3 Multivariate Distributions
2.4 Conditional Probability and Conditional Distributions
2.5 Conditional Expectation
2.6 The Central Limit Theorem
3 Discrete-Time Stochastic Processes
3.1 Stochastic Processes and Information Structures
3.2 Random Walks
3.3 Discrete-Time Markov Chains
3.4 Martingales and Change of Probability Measure
3.5 Stopping Times
3.6 Option Pricing with Binomial Models
3.7 Binomial Interest Rate Models
4 Continuous-Time Stochastic Processes
4.1 General Description of Continuous-Time Stochastic Processes
4.2 Brownian Motion
4.3 The Reflection Principle and Barrier Hitting Probabilities
4.4 The Poisson Process and Compound Poisson Process
4.5 Martingales
4.6 Stopping Times and the Optional Sampling Theorem
5 Stochastic Calculus: Basic Topics
5.1 Stochastic (Ito) Integration
5.2 Stochastic Differential Equations
5.3 One-Dimensional Ito's Lemma
5.4 Continuous-Time Interest Rate Models
5.5 The Black-Scholes Model and Option Pricing Formula
5.6 The Stochastic Version of Integration by Parts
5.7 Exponential Martingales
5.8 The Martingale Representation Theorem
6 Stochastic Calculus: Advanced Topics
6.1 The Feynman-Kac Formula
6.2 The Black-Scholes Partial Differential Equation
6.3 The Girsanov Theorem
6.4 The Forward Risk Adjusted Measure and Bond Option Pricing
6.5 Barrier Hitting Probabilities Revisited
6.6 Two-Dimensional Stochastic Differential Equations
7 Applications in Insurance
7.1 Deferred Variable Annuities and Equity-Indexed Annuities
7.2 Guaranteed Annuity Options
7.3 Universal Life
References
Topic Index
作者介绍：
暂无相关内容，正在全力查找中
出版社信息：
暂无出版社相关信息，正在全力查找中！
书籍摘录：
暂无相关书籍摘录，正在全力查找中！
在线阅读/听书/购买/PDF下载地址：
在线阅读地址：Introductory Stochastic Analysis for Finance and Insurance金融保险随机分析导论在线阅读
在线听书地址：Introductory Stochastic Analysis for Finance and Insurance金融保险随机分析导论在线收听
在线购买地址：Introductory Stochastic Analysis for Finance and Insurance金融保险随机分析导论在线购买
原文赏析：
暂无原文赏析，正在全力查找中！
其它内容：
编辑推荐
作者简介：
X. SHELDON LIN, PhD, ASA, is Professor of Actuarial Sciences in the Department of Statistics, University of Toronto. He is an Associate of the Society of Actuaries and an Associate Editor for North American Actuarial Journal and Insurance: Mathematics and Economics. Dr. Lin's research interests include mathematical finance, actuarial science, and applied probability. He is an author or coauthor of more than 40 research papers in these areas. He jointly received two annual prizes of the Society of Actuaries in 1998 and 2004 for his research in actuarial science.
书籍介绍
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 book's emphasis is on application, intuition, and computation, rather than theory. Consequently, the text is of interest to graduate students, researchers, and practitioners interested in these areas. While the text is self-contained, an introductory course in probability theory is beneficial to prospective readers. This book evolved from the author's experience as an instructor and has been thoroughly classroom-tested. Following an introduction, the author sets forth the fundamental information and tools needed by researchers and practitioners working in the financial and insurance industries: Overview of Probability Theory Discrete-Time stochastic processes Continuous-time stochastic processes Stochastic calculus: basic topics The final two chapters, Stochastic Calculus: Advanced Topics and Applications in Insurance, are devoted to more advanced topics. Readers learn the Feynman-Kac formula, the Girsanov's theorem, and complex barrier hitting times distributions. Finally, readers discover how stochastic analysis and principles are applied in practice through two insurance examples: valuation of equity-linked annuities under a stochastic interest rate environment and calculation of reserves for universal life insurance. Throughout the text, figures and tables are used to help simplify complex theory and pro-cesses. An extensive bibliography opens up additional avenues of research to specialized topics. Ideal for upper-level undergraduate and graduate students, this text is recommended for one-semester courses in stochastic finance and calculus. It is also recommended as a study guide for professionals taking Causality Actuarial Society (CAS) and Society of Actuaries (SOA) actuarial examinations.
书籍真实打分
故事情节：8分
人物塑造：5分
主题深度：4分
文字风格：8分
语言运用：8分
文笔流畅：5分
思想传递：3分
知识深度：6分
知识广度：6分
实用性：4分
章节划分：9分
结构布局：6分
新颖与独特：3分
情感共鸣：3分
引人入胜：5分
现实相关：4分
沉浸感：5分
事实准确性：7分
文化贡献：5分
网站评分
书籍多样性：3分
书籍信息完全性：3分
网站更新速度：4分
使用便利性：3分
书籍清晰度：7分
书籍格式兼容性：3分
是否包含广告：6分
加载速度：4分
安全性：9分
稳定性：4分
搜索功能：3分
下载便捷性：7分
下载点评
- 少量广告(562+)
- 全格式(192+)
- 方便(545+)
- 下载快(338+)
- 书籍多(320+)
- 可以购买(70+)
- 四星好评(539+)
- 无水印(289+)
- 下载速度快(465+)
- 章节完整(382+)
下载评价
网友 冯***卉：听说内置一千多万的书籍，不知道真假的
网友 寿***芳：可以在线转化哦
网友 林***艳：很好，能找到很多平常找不到的书。
网友 孙***夏：中评，比上不足比下有余
网友 濮***彤：好棒啊！图书很全
网友 谭***然：如果不要钱就好了
网友 国***芳：五星好评
网友 孙***美：加油！支持一下！不错，好用。大家可以去试一下哦
网友 习***蓉：品相完美
网友 师***怡：说的好不如用的好，真心很好。越来越完美
网友 冯***丽：卡的不行啊
网友 訾***晴：挺好的，书籍丰富
网友 养***秋：我是新来的考古学家
网友 索***宸：书的质量很好。资源多
网友 菱***兰：特好。有好多书