Forventes på lager: 21-01-2023
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
| Forlag | Taylor & Francis Ltd |
| Forfattere | Ralf (University of Kaiserslautern Korn, Elke (Independent Mathematical Consultant Korn, Gerald (Fraunhofer ITWM 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 |