by JacquesJanssen (Author), RaimondoManca (Author)
After a presentation of the main probabilistic tools necessary for understanding of the book, the authors show how to apply semi-Markov processes in finance, starting from the axiomatic definition and continuing eventually to the most advanced financial tools.
Format: Hardcover
Pages: 430
Publisher: Springer
Published: 28 Mar 2007
ISBN 10: 0387707298
ISBN 13: 9780387707297