ISBN-10:
0792381483
ISBN-13:
9780792381488
Pub. Date:
04/30/1998
Publisher:
Springer US
Applied Stochastic Models and Control for Finance and Insurance / Edition 1

Applied Stochastic Models and Control for Finance and Insurance / Edition 1

by Charles S. Tapiero

Hardcover

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Product Details

ISBN-13: 9780792381488
Publisher: Springer US
Publication date: 04/30/1998
Edition description: 1998
Pages: 341
Product dimensions: 6.10(w) x 9.25(h) x 0.36(d)

Table of Contents

Foreword; Alain Bensoussan. 1. Dynamics, Shastic Models and Uncertainty. 2. Modelling; Markov Chains and Markov Processes. 3. Random Walks and Shastic Differential Equations. 4. Jump Processes and Special Problems. 5. Memory, Volatility Models and the Range Process. 6. Dynamic Optimization. 7. Numerical and Optimization Techniques.

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