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Introductory Stochastic Analysis for Finance and Insurance

X. Sheldon Lin, Society of Actuaries
ISBN: 978-0-471-71642-6
Hardcover
248 pages
March 2006
List Price: US $162.25
Government Price: US $107.48
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List of Figures.

List of Tables.

Preface.

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.

References.

Topic Index.

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