Pierre Devolder: 2 books
by Jacques Janssen, Raimondo Manca, Pierre Devolder
Language: English
Release Date: March 4, 2013
Language: English
Release Date: March 4, 2013
Quantitative finance has become these last years a extraordinary field of research and interest as well from an academic point of view as for practical applications.
At the same time, pension issue is clearly a major economical and financial topic for the next decades in the context of the...
by Pierre Devolder, Jacques Janssen, Raimondo Manca
Language: English
Release Date: August 5, 2015
Language: English
Release Date: August 5, 2015
This book presents basic stochastic processes, stochastic calculus including Lévy processes on one hand, and Markov and Semi Markov models on the other. From the financial point of view, essential concepts such as the Black and Scholes model, VaR indicators, actuarial evaluation, market values, fair...