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Monte Carlo Methods and Models in Finance and Insurance - Chapman and Hall / CRC Financial Mathematics Series Korn, Ralf (University of Kaiserslautern, Germany) 1st edition
Monte Carlo Methods and Models in Finance and Insurance - Chapman and Hall / CRC Financial Mathematics Series
Korn, Ralf (University of Kaiserslautern, Germany)
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.
484 pages, 44 black & white illustrations, 24 black & white tables
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | February 26, 2010 |
| ISBN13 | 9781420076189 |
| Publishers | Taylor & Francis Inc |
| Pages | 484 |
| Dimensions | 160 × 240 × 32 mm · 878 g |
| Language | English |