Mathematical fianance
Subtitle: deterministic and stochastic models
By: Jacques Janssen, Raimondo Manca, Ernesto Volpe.
Contributors: Manca, Raimondo.; Volpe, Ernesto.
Publisher: ISTE/John Wiley
Published: 2008
Place of publication: Hoboken, N.J
Language: eng
ISBN-13: 9781848210813
Subjects: Finance -- Mathematical models.; Stochastic processes.; Investments -- Mathematics.
Notes: Includes bibliographical references and index.
Table of contents: title: Introductive elements; title: Theory of financial laws; title: Uniform regimes in financial practice; title: Financial operations and their evaluation; title: Annuities-certain and their value at fixed rate; title: Loans amortization and funding methods; title: Exchanges and prices on the financial market; title: Annuities, amortizations and funding in the case of   term structures; title: Time and variability indicators; title: Basic probabilistic tools for finance; title: Markov Chains; title: Semi-Markov processes; title: Stochastic or ito calculus; title: Option theory; title: Markov and semi-Markov option models; title: Interest rate Stochastic models; title: Portfolio theory; title: Value at risk (VaR) methods and simulation; title: Credit risk or default risk; title: Markov and semi-Markov reward processes and  Stochastic annuities.