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Ruin Theory And The Pricing Of The Stock

Posted on:2009-09-28Degree:MasterType:Thesis
Country:ChinaCandidate:Z W DongFull Text:PDF
GTID:2189360245981252Subject:Applied Mathematics
Abstract/Summary:PDF Full Text Request
Predicting the price of the stock has being an important and also a difficuit problem. In the ruin theory,the problem of the computation and approximation of the ruin function has been solved very well. Just like in the ruin theory, in this text, we establish the risk process about stock ,then we can get the ruin function about stock,and we can also get some results of the computation and approximation about the ruin function.
Keywords/Search Tags:ruin probability, loss probability, adjustment coefficient
PDF Full Text Request
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