Monte carlo methods and models in finance and insurance
Auteur :
Korn, Ralf / Korn, Elke / Kroisandt, Gerald
Éditeur :
Taylor & Francis Ltd
ISBN :
9781032477695
Date de publication :
21 janv. 2023
Dimensions :
23,4 x 15,6 cm
Poids :
740 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
Offering a unique balance between applications and calculations, this book 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