Monte Carlo Methods and Models in Finance and Insurance
eBook - PDF

Monte Carlo Methods and Models in Finance and Insurance

  1. 485 pages
  2. English
  3. PDF
  4. Available on iOS & Android
eBook - PDF

Monte Carlo Methods and Models in Finance and Insurance

About this book

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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Information

Publisher
CRC Press
Year
2010
Print ISBN
9781420076189
Edition
1
eBook ISBN
9781420076196
Topic
Business
Subtopic
Finance
Index
Business

Table of contents

  1. Cover
  2. Title
  3. Copyright
  4. Contents
  5. List of Algorithms
  6. Chapter 1: Introduction and User Guide
  7. Chapter 2: Generating Random Numbers
  8. Chapter 3: The Monte Carlo Method: Basic Principles
  9. Chapter 4: Continuous-Time Stochastic Processes: Continuous Paths
  10. Chapter 5: Simulating Financial Models: Continuous Paths
  11. Chapter 6: Continuous-Time Stochastic Processes: Discontinuous Paths
  12. Chapter 7: Simulating Financial Models: Discontinuous Paths
  13. Chapter 8: Simulating Actuarial Models
  14. References
  15. Index

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Yes, you can access Monte Carlo Methods and Models in Finance and Insurance by Ralf Korn,Elke Korn,Gerald Kroisandt in PDF and/or ePUB format, as well as other popular books in Business & Finance. We have over 1.5 million books available in our catalogue for you to explore.