Monte Carlo Methods and Models in Finance and Insurance 1st Edition
Author(s): Ralf Korn; Elke Korn; Gerald Kroisandt
Publisher: CRC Press
ISBN: 9781032477695
Edition: 1st Edition
$39,99
Delivery: This can be downloaded Immediately after purchasing.
Version: Only PDF Version.
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Description
Description
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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