Forventes på lager: 26-02-2010
Incorporates the application background of finance and insurance with the theory and applications of Monte Carlo methods. This book presents the methods and algorithms, including the multilevel Monte Carlo method, the statistical Romberg method, and the Heath-Platen estimator, as well as financial and actuarial models.
| Forlag | Taylor & Francis Inc |
| Forfattere | Ralf (University of Kaiserslautern Korn, Elke (Independent Mathematical Consultant Korn, Gerald (Fraunhofer ITWM Kroisandt |
| Type | Bog |
| Format | Hardback |
| Sprog | Engelsk |
| Udgivelsesdato | 26-02-2010 |
| Første udgivelsesår | 2010 |
| Serie | Chapman and Hall/CRC Financial Mathematics Series |
| Illustrationer | 24 Tables, black and white; 44 Illustrations, black and white |
| Originalsprog | United States |
| Sideantal | 484 |
| Indbinding | Hardback |
| Forlag | Taylor & Francis Inc |
| Sideoplysninger | 484 pages, 24 Tables, black and white; 44 Illustrations, black and white |
| Mål | 240 x 160 x 32 |
| ISBN-13 / EAN-13 | 9781420076189 |