Frontmatter (p i-xx)
Jacques Janssen, Raimondo Manca, Ernesto Volpe di Prignano
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Part I: Deterministic Models
Chapter 1:
Introductory Elements to Financial Mathematics (p 1-12)
Jacques Janssen, Raimondo Manca, Ernesto Volpe di Prignano
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Chapter 2:
Theory of Financial Laws (p 13-40)
Jacques Janssen, Raimondo Manca, Ernesto Volpe di Prignano
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Chapter 3:
Uniform Regimes in Financial Practice (p 41-89)
Jacques Janssen, Raimondo Manca, Ernesto Volpe di Prignano
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Chapter 4:
Financial Operations and their Evaluation: Decisional Criteria (p 91-145)
Jacques Janssen, Raimondo Manca, Ernesto Volpe di Prignano
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Chapter 5:
Annuities-Certain and their Value at Fixed Rate (p 147-210)
Jacques Janssen, Raimondo Manca, Ernesto Volpe di Prignano
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Chapter 6:
Loan Amortization and Funding Methods (p 211-287)
Jacques Janssen, Raimondo Manca, Ernesto Volpe di Prignano
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Chapter 7:
Exchanges and Prices on the Financial Market (p 289-329)
Jacques Janssen, Raimondo Manca, Ernesto Volpe di Prignano
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Chapter 8:
Annuities, Amortizations and Funding in the Case of Term Structures (p 331-361)
Jacques Janssen, Raimondo Manca, Ernesto Volpe di Prignano
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Chapter 9:
Time and Variability Indicators, Classical Immunization (p 363-408)
Jacques Janssen, Raimondo Manca, Ernesto Volpe di Prignano
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Part II: Stochastic Models
Chapter 10:
Basic Probabilistic Tools for Finance (p 409-455)
Jacques Janssen, Raimondo Manca, Ernesto Volpe di Prignano
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Chapter 11:
Markov Chains (p 457-479)
Jacques Janssen, Raimondo Manca, Ernesto Volpe di Prignano
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Chapter 12:
Semi-Markov Processes (p 481-515)
Jacques Janssen, Raimondo Manca, Ernesto Volpe di Prignano
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Chapter 13:
Stochastic or It?Calculus (p 517-552)
Jacques Janssen, Raimondo Manca, Ernesto Volpe di Prignano
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Chapter 14:
Option Theory (p 553-606)
Jacques Janssen, Raimondo Manca, Ernesto Volpe di Prignano
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Chapter 15:
Markov and Semi-Markov Option Models (p 607-640)
Jacques Janssen, Raimondo Manca, Ernesto Volpe di Prignano
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Chapter 16:
Interest Rate Stochastic Models - Application to the Bond Pricing Problem (p 641-685)
Jacques Janssen, Raimondo Manca, Ernesto Volpe di Prignano
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Chapter 17:
Portfolio Theory (p 687-701)
Jacques Janssen, Raimondo Manca, Ernesto Volpe di Prignano
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Chapter 18:
Value at Risk (VaR) Methods and Simulation (p 703-742)
Jacques Janssen, Raimondo Manca, Ernesto Volpe di Prignano
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Chapter 19:
Credit Risk or Default Risk (p 743-789)
Jacques Janssen, Raimondo Manca, Ernesto Volpe di Prignano
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Chapter 20:
Markov and Semi-Markov Reward Processes and Stochastic Annuities (p 791-830)
Jacques Janssen, Raimondo Manca, Ernesto Volpe di Prignano
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References (p 831-837)
Jacques Janssen, Raimondo Manca, Ernesto Volpe di Prignano
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Index (p 839-852)
Jacques Janssen, Raimondo Manca, Ernesto Volpe di Prignano
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