Monte Carlo methods and models in finance and insurance /

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"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, includin...

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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Korn, Ralf
Other Authors: Korn, Elke, 1962-, Kroisandt, Gerald
Format: Electronic eBook
Language:Inglés
Published: Boca Raton, FL : CRC Press/Taylor & Francis, ©2010.
Series:Chapman & Hall/CRC financial mathematics series.
Subjects:
Business mathematics.
Insurance > Mathematics.
Monte Carlo method.
Economics.
Monte Carlo Method
Economics
Mathématiques financières.
Assurance > Mathématiques.
Méthode de Monte-Carlo.
Économie politique.
economics.
MATHEMATICS > Numerical Analysis.
Business mathematics
Insurance > Mathematics
Monte Carlo method
Online Access:Texto completo
Table of Contents:
  • 1. Introduction and user guide
  • 2. Generating random numbers
  • 3. The Monte Carlo method : basic principles
  • 4. Continuous-time stochastic processes : continuous paths
  • 5. Simulating financial models : continuous paths
  • 6. Continuous-time stochastic processes : discontinuous paths
  • 7. Simulating financial models : discontinuous paths
  • 8. Simulating actuarial models.

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