Monte Carlo Methods and Models in Finance and Insurance

Monte Carlo Methods and Models in Finance and Insurance

Auteur: Ralf Korn, Elke Korn, Gerald Kroisandt
Uitgever: CRC Press
Editie: 1
Publicatiedatum: 2010
ISBN: 9781032477695

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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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