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Monte Carlo Methods and Models in Finance and Insurance

Bag om 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. 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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9781420076189
  • Indbinding:
  • Hardback
  • Sideantal:
  • 484
  • Udgivet:
  • 26. februar 2010
  • Størrelse:
  • 160x240x32 mm.
  • Vægt:
  • 878 g.
  • 8-11 hverdage.
  • 21. november 2024

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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.

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