Monte Carlo Methods and Models in Finance and Insurance

Name: Monte Carlo Methods and Models in Finance and Insurance
Brand: Taylor & Francis Inc
SKU: 2212974
Author: Ralf Korn

Ralf Korn, Elke Korn, Gerald Kroisandt

Taylor & Francis Inc

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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…

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