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Monte Carlo Methods And Models In Finance And Insurance

by Elke Korn, Gerald Kroisandt e Ralf Korn
Book eBook
language: english
Publisher: TAYLOR & FRANCIS INC, February of 2010 ‧
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Incorporates the application background of finance and insurance with the theory and applications of Monte Carlo methods. This book presents the methods and algorithms, including the multilevel Monte Carlo method, the statistical Romberg method, and the Heath-Platen estimator, as well as financial and actuarial models.

Monte Carlo Methods And Models In Finance And Insurance

by Elke Korn, Gerald Kroisandt e Ralf Korn

Property Description
ISBN: 9781420076189
Publisher: TAYLOR & FRANCIS INC
Release Date: February of 2010
Language: English
Cover: Hardcover
Pages: 484
Format: Book
Collection: Chapman And Hall/Crc Financial Mathematics Series
Categories: Books in English > Economics, Finance and Accounting > Finances
EAN: 9781420076189