Monte Carlo methods and models in finance and insurance. ([2010])

• Record Type: Book
• Further Information: Note: Ralf Korn, Elke Korn, Gerald Kroisandt.
• Other Names: Korn, Ralf; Korn, Elke, 1962-; Kroisandt, Gerald
• Contents: 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.
• Publisher Details: Boca Raton, FL : CRC Press/Taylor & Francis
• Publication Date: 2010
• Extent: 1 online resource (xiii, 470 pages), illustrations
• Subjects: 518/.282; Business mathematics; Insurance -- Mathematics; Monte Carlo method; Monte Carlo Method; Economics; Business -- Management; MATHEMATICS -- Numerical Analysis; Business mathematics; Insurance -- Mathematics; Monte Carlo method; Electronic books
• Languages: English
• ISBNs: 9781420076196; 1420076191
• Related ISBNs: 9781420076189; 1420076183
• Notes: Note: Includes bibliographical references (pages 441-457) and index.; Note: Print version record.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.