ELEMENTARY STOCHASTIC CALCULUS, WITH FINANCE IN VIEW (Advanced Series on Statistical Science and Applied Probability, Band 6)

"Offers a mathematical introduction to non-life insurance and, at the same time, to a multitude of applied stochastic processes. It gives detailed discussions of the fundamental models for claim sizes, claim arrivals, the total claim...

"Modelling Extremal Events: for Insurance and Finance" von Thomas Mikosch ist ein umfassendes Werk, das sich mit der statistischen Modellierung seltener, extremer Ereignisse in den Bereichen Versicherung und Finanzen beschäftigt. Das...

Oriental Jazz Improvisation: Microtonality and Harmony is a comprehensive comparative study exploring the incorporation of Turkish, Arabic, and North Indian scales and modes into jazz improvisation and modulation. The book presents a...