Monte Carlo Methods and Models in Finance and Insurance

Chapman and Hall/CRC Financial Mathematics Series

Išpardavimo kaina €161,00 Įprasta kaina €206,08
Pagal Ralf Korn
Pristatymas gali užtrukti 2-3 sav.

NEMOKAMAS pristatymas

484 psl.

2010 m.

Kietas viršelis

Brūkšninis kodas: 9781420076189
Aprašymas

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.