Applied Stochastic Models and Control for Finance and Insurance

Foreword Alain Bensoussan. 1. Dynamics, Stochastic Models and Uncertainty. 2. Modelling Markov Chains and Markov Processes. 3. Random Walks and Stochastic Differential Equations. 4. Jump Processes and Special Problems. 5. Memory, Volatility Models and the Range Process. 6. Dynamic Optimization. 7. Numerical and Optimization Techniques.