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Monte Carlo Methods and Models in Finance and Insurance (Chapman & Hall CRC Financial Mathematics Series) by Ralf Korn, Elke Korn, Gerald Kroisandt is a nonfiction available to read on EtoBox.

What is Monte Carlo Methods and Models in Finance and Insurance (Chapman & Hall CRC Financial Mathematics Series) about?

"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 Romberg method, and the Heath-Platen estimator, as well as recent financial and actuarial models, such as the Cheyette and dynamic mortality models." "The authors separately discuss Monte Carlo techniques, stochastic process basics, and the theoretical background and intuition behind financial and actuarial mathematics, before bringing the topics together to apply the Monte Carlo methods to areas of finance and insurance. This allows for the easy identification of standard Monte Carlo tools and for a detailed focus on the main principles of financial and insurance mathematics. The book describes high-level Monte Carlo methods for standard simulation and the simulation of stochastic processes with continuous and discontinuous paths. It also covers a wide selection of popular models in finance and insurance, from Black-Scholes to stochastic v

Who reads Monte Carlo Methods and Models in Finance and Insurance (Chapman & Hall CRC Financial Mathematics Series)?

Author

Ralf Korn, Elke Korn, Gerald Kroisandt

Publisher

CRC Press/Taylor & Francis

Published

2010

Language

EN

ISBN

9781420076196

Category

nonfiction

Subjects

Finance, Mathematics, Economics