00977     2200169   4500001002100000005001500021035002000036245012700056100002000183300003200203260005100235082001400286084002000300020001800320650001400338520045500352INLIS00000000000290620250912104510  a0010-09250000251 aIntroductory stochastic analysis for finance and insurance :bWiley series in probability and statistics /cX, Sheldon Lin0 aLin, X, Sheldon  axvi+224 p :btable ;c24 cm  aNew Jersey :bJohn Wiley  and Sons, Inc,c2006  a368.028 5  a368.028 5 LIN i  a0-471-71642-1 4aInsurance  aIntroductory Stochastic Analysis for Finance and Insurance introduces readers to the topics needed to master and use basic stochastic analysis techniques for mathematical finance. The author presents the theories of stochastic processes and stochastic calculus and provides the necessary tools for modelling and pricing in finance and insurance. Practical in focus, the book's emphasis is on application, intuition and computation rather than theory.