Library of American University of Madaba
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Janssen, Jacques, 1939-
Mathematical fianance : deterministic and stochastic models / Jacques Janssen, Raimondo Manca, Ernesto Volpe. - Hoboken, N.J. : ISTE/Wiley, 2008. - xx, 852 p. ; 25 cm.
Includes bibliographical references and index.
Introductive elements -- 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.
9781848210813
Finance--Mathematical models.
Stochastic processes.
Investments--Mathematics.
HG106 / .J33 2008
332.0151922 / J352
Mathematical fianance : deterministic and stochastic models / Jacques Janssen, Raimondo Manca, Ernesto Volpe. - Hoboken, N.J. : ISTE/Wiley, 2008. - xx, 852 p. ; 25 cm.
Includes bibliographical references and index.
Introductive elements -- 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.
9781848210813
Finance--Mathematical models.
Stochastic processes.
Investments--Mathematics.
HG106 / .J33 2008
332.0151922 / J352