Monte Carlo Methods and Models in Finance and Insurance

Monte Carlo Methods and Models in Finance and Insurance PDF Author: Ralf Korn
Publisher: CRC Press
ISBN: 1420076191
Category : Business & Economics
Languages : en
Pages : 485

Get Book

Book 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