Finextra

Risk and portfolio management advanced approaches for Implementing Stochastic Correlation Processes

As global financial markets become increasingly interconnected, accurately modelling correlations between assets is essential. Traditional models often assume static correlations, which fail to ...
JSTOR Daily

On the Limiting Behaviour of a Basic Stochastic Process

Journal of Applied Probability, Vol. 9, No. 1 (Mar., 1972), pp. 202-207 (6 pages) Determination of the limiting distributions for a class of mixed-type stochastic processes with state-dependent rates ...
lse

Stochastic Processes

This course is compulsory on the BSc in Actuarial Science. This course is available on the BSc in Business Mathematics and Statistics, BSc in Financial Mathematics and Statistics, BSc in Mathematics ...
JSTOR Daily

What Happened to Discrete Chaos, the Quenouille Process, and the Sharp Markov Property? Some History of Stochastic Point Processes

The use of properties of a Poisson process to study the randomness of stars is traced back to a 1767 paper. The process was used and rediscovered many times, and we mention some of the early ...
lse

Stochastic Processes

This course is compulsory on the BSc in Actuarial Science. This course is available on the BSc in Data Science, BSc in Financial Mathematics and Statistics, BSc in Mathematics with Data Science, BSc ...