Monte Carlo Methods and Models in Finance and Insurance
Elke (Independent Mathematical Consultant, Stelzenberg, Germany) Korn, Gerald (Fraunhofer ITWM, Kaiserslautern, Germany) Kroisandt, Ralf (University of Kaiserslautern, Germany) Korn
Taylor & Francis Inc, 2010
259,95 €On orderDelivery: 2-3 weeks
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.
- ISBN-13
- 9781420076189
- ISBN-10
- 1420076183
- Publisher
- Taylor & Francis Inc
- Year
- 2010
- Publication date
- 2010-02-26
- Pages
- 484
- Dimensions
- 240x160x32
- Weight
- 878