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Monte Carlo methods and models in finance and insurance / [Book] / Ralf Korn, Elke Korn, Gerald Kroisandt.

By: Contributor(s): Material type: TextTextPublication details: Boca Raton, FL : CRC Press/Taylor & Francis, c2010.Description: xiii, 470 p. : illISBN:
  • 9781420076189
Subject(s): DDC classification:
  • 518.282
Other classification:
  • 518.282
Summary: 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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Holdings
Item type Current library Call number Status Date due Barcode Item holds
Books Books Junaid Zaidi Library, COMSATS University Islamabad Ground Floor 518.282 KOR-M (Browse shelf(Opens below)) Available 49353
Total holds: 0

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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