Overview of probability theory -- Discrete-time stochastic processes -- Continuous-time stochastic processes -- Stochastic calculus : basic topics -- Stochastic calculus : advanced topics -- Applications in insurance
Summary
Aimed at actuaries who would like to learn stochastic modeling techniques, this is an introductory level book on stochastic analysis for finance. It introduces the basic theories of stochastic processes and stochastic calculus, and provides the tool kits for modeling and pricing in finance and insurance
Analysis
Business
Bibliography
Includes bibliographical references (pages 217-219) and index
