Monte Carlo Methods and Models in Finance and Insurance

Monte Carlo Methods and Models in Finance and Insurance

Tekijä: Ralf Korn, Elke Korn, Gerald Kroisandt
Kustantaja: CRC Press
Painos: 1
Julkaisuvuosi: 2010
ISBN: 9781032477695

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Maksa Klarnalla
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Offering a unique balance between applications and calculations, Monte Carlo Methods and Models in Finance and Insurance incorporates the application background of finance and insurance with the theory and applications of Monte Carlo methods. It presents recent methods and algorithms, including the multilevel Monte Carlo method, the statistical Rom

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