| Description |
xx, 852 pages ; 24 cm |
| Contents |
Introductory elements to financial mathematics -- Theory of financial laws -- Uniform regimes in financial practice -- Financial operations and their evaluation -- Annuities-certain and their value at fixed rate -- Loans amortization and funding methods -- Exchanges and prices on the financial market -- Annuities, amortizations and funding in the case of term structures -- Time and variability indicators -- Basic probabilistic tools for finance -- Markov Chains -- Semi-Markov processes -- Stochastic or ito calculus -- Option theory -- Markov and semi-Markov option models -- Interest rate Stochastic models -- Portfolio theory -- Value at risk (VaR) methods and simulation -- Credit risk or default risk -- Markov and semi-Markov reward processes and Stochastic annuities |
| Bibliography |
Includes bibliographical references (pages [831]-837) and index |
| Subject |
Finance -- Mathematical models.
|
|
Stochastic processes.
|
|
Investments -- Mathematics.
|
| Author |
Manca, Raimondo.
|
|
Volpe, Ernesto.
|
| LC no. |
2008025117 |
| ISBN |
9781848210813 |
|
1848210817 |
|
