Monte Carlo methods and models in finance and insurance / [Book] / Ralf Korn, Elke Korn, Gerald Kroisandt.
Material type:![Text](/opac-tmpl/lib/famfamfam/BK.png)
- 9781420076189
- 518.282
- 518.282
Item type | Current library | Call number | Status | Date due | Barcode | Item holds |
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Junaid Zaidi Library, COMSATS University Islamabad Ground Floor | 518.282 KOR-M (Browse shelf(Opens below)) | Available | 49353 |
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 Romberg method, and the Heath–Platen estimator, as well as recent financial and actuarial models, such as the Cheyette and dynamic mortality models.
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