Monte Carlo Methods and Models in Finance and Insurance
Download or Read eBook Monte Carlo Methods and Models in Finance and Insurance PDF 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.
| Author | : Ralf Korn |
| Publisher | : CRC Press |
| Total Pages | : 485 |
| Release | : 2010-02-26 |
| ISBN-10 | : 9781420076196 |
| ISBN-13 | : 1420076191 |
| Rating | : 4/5 (96 Downloads) |
Book Synopsis Monte Carlo Methods and Models in Finance and Insurance by : Ralf Korn
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
