Introductory Stochastic Analysis for Finance and Insurance

ISBN: 9780471716426 出版年：2006 页码：250 X Sheldon Lin Wiley

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.