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

Monte Carlo Methods and Models in Finance and Insurance

(Bog, Paperback / softback, Engelsk)
Forfattere: Ralf Korn, Elke Korn, Gerald Kroisandt

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Beskrivelse

Offering a unique balance between applications and calculations, this book 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

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Alle detaljer

Forlag Taylor & Francis Ltd
Forfattere Ralf Korn, Elke Korn, Gerald Kroisandt
Type Bog
Format Paperback / softback
Sprog Engelsk
Udgivelsesdato 21-01-2023
Første udgivelsesår 2023
Serie Chapman and Hall/CRC Financial Mathematics Series
Illustrationer 44 Illustrations, black and white
Originalsprog United Kingdom
Sideantal 484
Indbinding Paperback / softback
Forlag Taylor & Francis Ltd
Sideoplysninger 484 pages, 44 Illustrations, black and white
Mål 154 x 235 x 32
ISBN-13 / EAN-13 9781032477695