Monte Carlo Methods and Models in Finance and Insurance (Bog, Hardback, Engelsk) af Ralf Korn

Monte Carlo Methods and Models in Finance and Insurance

(Bog, Hardback, Engelsk)
Forfattere: Ralf Korn, Elke Korn, Gerald Kroisandt

Bemærk: Kan ikke leveres før jul.

Når du handler på WilliamDam.dk, betaler du den pris du ser.

  • Ingen gebyrer
  • Ingen abonnementer
  • Ingen bindingsperioder

Beskrivelse

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.

Læsernes anmeldelser (0)

Alle detaljer

Forlag Taylor & Francis Inc
Forfattere Ralf Korn, Elke Korn, Gerald 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