Monte Carlo methods and models in finance and insurance

"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, includin...

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Bibliographic Details
Main Authors: Korn, Ralf (Author), Korn, Elke , 1962- (Author), Kroisandt, Gerald (Author)
Format: Book
Language:English
Published: Boca Raton, Florida : CRC Press/Taylor & Francis , c2010
Series:Chapman & Hall/CRC financial mathematics series
Subjects:

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