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Introductory Stochastic Analysis for Finance and Insurance / Edition 1

Introductory Stochastic Analysis for Finance and Insurance / Edition 1


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Product Details

ISBN-13: 9780471716426
Publisher: Wiley
Publication date: 03/17/2006
Series: Wiley Series in Probability and Statistics Series , #557
Pages: 248
Product dimensions: 6.46(w) x 9.41(h) x 0.82(d)

About the Author

X. SHELDON LIN, PhD, ASA, is Professor of Actuarial Sciences in the Department of Statistics, University of Toronto. He is an Associate of the Society of Actuaries and an Associate Editor for North American Actuarial Journal and Insurance: Mathematics and Economics. Dr. Lin's research interests include mathematical finance, actuarial science, and applied probability. He is an author or coauthor of more than 40 research papers in these areas. He jointly received two annual prizes of the Society of Actuaries in 1998 and 2004 for his research in actuarial science.

Table of Contents

List of Figures.

List of Tables.


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.


Topic Index.

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