Raimondo Manca

Asset and Liability Management for Banks and Insurance Companies

VaR Methodology for Non-Gaussian Finance

Semi-Markov Migration Models for Credit Risk

Basic Stochastic Processes

Basic Stochastic Processes

Semi-Markov Migration Models for Credit Risk

Stochastic Methods for Pension Funds

Asset and Liability Management for Banks and Insurance Companies

Applied Semi-Markov Processes

Mathematical Finance: Deterministic and Stochastic Models

Applied Diffusion Processes from Engineering to Finance

Semi-Markov Risk Models for Finance, Insurance and Reliability