Mathematical Finance - Deterministic and Stochastic Models

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Jacques Janssen
Raimondo Manca
Ernesto Volpe di Prignano

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关键词：Mathematical mathematica Mathematic Stochastic Stochast Jacques

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Frontmatter (p i-xx)
Jacques Janssen, Raimondo Manca, Ernesto Volpe di Prignano
Summary  |  Full Text: PDF (Size: 314K)


Part I: Deterministic Models
Chapter 1:
Introductory Elements to Financial Mathematics (p 1-12)
Jacques Janssen, Raimondo Manca, Ernesto Volpe di Prignano
Summary  |  Full Text: PDF (Size: 316K)


Chapter 2:
Theory of Financial Laws (p 13-40)
Jacques Janssen, Raimondo Manca, Ernesto Volpe di Prignano
Summary  |  Full Text: PDF (Size: 585K)


Chapter 3:
Uniform Regimes in Financial Practice (p 41-89)
Jacques Janssen, Raimondo Manca, Ernesto Volpe di Prignano
Summary  |  Full Text: PDF (Size: 460K)


Chapter 4:
Financial Operations and their Evaluation: Decisional Criteria (p 91-145)
Jacques Janssen, Raimondo Manca, Ernesto Volpe di Prignano
Summary  |  Full Text: PDF (Size: 741K)


Chapter 5:
Annuities-Certain and their Value at Fixed Rate (p 147-210)
Jacques Janssen, Raimondo Manca, Ernesto Volpe di Prignano
Summary  |  Full Text: PDF (Size: 714K)


Chapter 6:
Loan Amortization and Funding Methods (p 211-287)
Jacques Janssen, Raimondo Manca, Ernesto Volpe di Prignano
Summary  |  Full Text: PDF (Size: 890K)


Chapter 7:
Exchanges and Prices on the Financial Market (p 289-329)
Jacques Janssen, Raimondo Manca, Ernesto Volpe di Prignano
Summary  |  Full Text: PDF (Size: 577K)


Chapter 8:
Annuities, Amortizations and Funding in the Case of Term Structures (p 331-361)
Jacques Janssen, Raimondo Manca, Ernesto Volpe di Prignano
Summary  |  Full Text: PDF (Size: 604K)


Chapter 9:
Time and Variability Indicators, Classical Immunization (p 363-408)
Jacques Janssen, Raimondo Manca, Ernesto Volpe di Prignano
Summary  |  Full Text: PDF (Size: 682K)


Part II: Stochastic Models
Chapter 10:
Basic Probabilistic Tools for Finance (p 409-455)
Jacques Janssen, Raimondo Manca, Ernesto Volpe di Prignano
Summary  |  Full Text: PDF (Size: 411K)


Chapter 11:
Markov Chains (p 457-479)
Jacques Janssen, Raimondo Manca, Ernesto Volpe di Prignano
Summary  |  Full Text: PDF (Size: 444K)


Chapter 12:
Semi-Markov Processes (p 481-515)
Jacques Janssen, Raimondo Manca, Ernesto Volpe di Prignano
Summary  |  Full Text: PDF (Size: 344K)


Chapter 13:
Stochastic or It?Calculus (p 517-552)
Jacques Janssen, Raimondo Manca, Ernesto Volpe di Prignano
Summary  |  Full Text: PDF (Size: 368K)


Chapter 14:
Option Theory (p 553-606)
Jacques Janssen, Raimondo Manca, Ernesto Volpe di Prignano
Summary  |  Full Text: PDF (Size: 567K)


Chapter 15:
Markov and Semi-Markov Option Models (p 607-640)
Jacques Janssen, Raimondo Manca, Ernesto Volpe di Prignano
Summary  |  Full Text: PDF (Size: 348K)


Chapter 16:
Interest Rate Stochastic Models - Application to the Bond Pricing Problem (p 641-685)
Jacques Janssen, Raimondo Manca, Ernesto Volpe di Prignano
Summary  |  Full Text: PDF (Size: 541K)


Chapter 17:
Portfolio Theory (p 687-701)
Jacques Janssen, Raimondo Manca, Ernesto Volpe di Prignano
Summary  |  Full Text: PDF (Size: 238K)


Chapter 18:
Value at Risk (VaR) Methods and Simulation (p 703-742)
Jacques Janssen, Raimondo Manca, Ernesto Volpe di Prignano
Summary  |  Full Text: PDF (Size: 444K)


Chapter 19:
Credit Risk or Default Risk (p 743-789)
Jacques Janssen, Raimondo Manca, Ernesto Volpe di Prignano
Summary  |  Full Text: PDF (Size: 525K)


Chapter 20:
Markov and Semi-Markov Reward Processes and Stochastic Annuities (p 791-830)
Jacques Janssen, Raimondo Manca, Ernesto Volpe di Prignano
Summary  |  Full Text: PDF (Size: 562K)



References (p 831-837)
Jacques Janssen, Raimondo Manca, Ernesto Volpe di Prignano
Summary  |  References  |  Full Text: PDF (Size: 291K)



Index (p 839-852)
Jacques Janssen, Raimondo Manca, Ernesto Volpe di Prignano
Summary  |  Full Text: PDF (Size: 224K)

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