Monte Carlo Methods and Models in Finance and Insurance

Monte Carlo Methods and Models in Finance and Insurance
Author :
Publisher : CRC Press
Total Pages : 485
Release :
ISBN-10 : 9781420076196
ISBN-13 : 1420076191
Rating : 4/5 (191 Downloads)

Book Synopsis Monte Carlo Methods and Models in Finance and Insurance by : Ralf Korn

Download or read book Monte Carlo Methods and Models in Finance and Insurance written by Ralf Korn and published by CRC Press. This book was released on 2010-02-26 with total page 485 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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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