Monte Carlo Methods and Models in Finance and Insurance

Gerald Kroisandt, Elke Korn, Ralf Korn, et al.

EPUB
ca. 56,29

CRC Press img Link Publisher

Sozialwissenschaften, Recht, Wirtschaft / Wirtschaft

Beschreibung

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

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