34639

1939-

Jacques Janssen, Raimondo Manca, Ernesto Volpe

ISTE/John Wiley

p. cm.

Includes bibliographical references and index

Introductive 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

AU Manca, Raimondo , AU Volpe, Ernesto , TI

HG

106

.J33

2008

HG 106 .J33 2008

2008