Jacques Janssen

This book provides a detailed study of Financial Mathematics. In addition to the extraordinary depth the book provides, it offers a study of the axiom…

This book will be a “must” for people who want good knowledge of big data concepts and their applications in the real world, particularly in the field…

With the impact of the recent financial crises, more attention must be given to new models in finance rejecting “Black-Scholes-Samuelson” assumptions …

Quantitative finance has become these last years a extraordinary field of research and interest as well from an academic point of view as for practica…

The aim of this book is to promote interaction between engineering, finance and insurance, as these three domains have many models and methods of solu…

This book presents basic stochastic processes, stochastic calculus including Lévy processes on one hand, and Markov and Semi Markov models on the othe…

Credit risk is one of the most important contemporary problems for banks and insurance companies. Indeed, for banks, more than forty percent of the eq…

This book introduces ALM in the context of banks and insurance companies. Although this strategy has a core of fundamental frameworks, models may vary…