Monte Carlo methods and models in finance and insurance

Ralf Korn, Elke Korn, Gerald Kroisandt

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.

MoreLess

Year of publication:	2010
Authors:	Korn, Ralf
Other Persons:	Korn, Elke (contributor) ; Kroisandt, Gerald (contributor)
Publisher:	Boca Raton : Taylor & Francis,
Subject:	Monte-Carlo-Simulation \| Monte Carlo simulation \| Theorie \| Theory \| Versicherung \| Insurance

Online Resource

Check full text access |

More access options

doi.org

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

subito order

I need help

Extent:	1 online resource (xiii, 470 pages)
Series:	Chapman & Hall/CRC financial mathematics series
Type of publication:	Book / Working Paper
Language:	English
ISBN:	978-0-429-14917-7 ; 978-1-4200-7618-9
Other identifiers:	10.1201/9781420076196 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10015069229