MARC Record from Library of Congress

LEADER: 01596nam a22002778a 4500
001 2008025117
003 DLC
005 20080618105135.0
008 080606s2008 nju b 001 0 eng
010 $a 2008025117
020 $a9781848210813
040 $aDLC$cDLC
050 00 $aHG106$b.J33 2008
082 00 $a332.01/51922$222
100 1 $aJanssen, Jacques,$d1939-
245 10 $aMathematical fianance :$bdeterministic and stochastic models /$cJacques Janssen, Raimondo Manca, Ernesto Volpe.
260 $aHoboken, N.J. :$bISTE/John Wiley,$c2008.
263 $a0809
300 $ap. cm.
504 $aIncludes bibliographical references and index.
505 0 $aIntroductive 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.
650 0 $aFinance$xMathematical models.
650 0 $aStochastic processes.
650 0 $aInvestments$xMathematics.
700 1 $aManca, Raimondo.
700 1 $aVolpe, Ernesto.