Korn Ralf: Monte Carlo Methods and Models in Finance and Insurance

CHF 76.00
Einband: Kartonierter Einband (Kt)
Verfügbarkeit: Lieferbar in ca. 10-20 Arbeitstagen
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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

ISBN: 978-1-03-247769-5
GTIN: 9781032477695

Über den Autor Korn Ralf

Ralf Korn is a professor of financial mathematics at the University of Kaiserslautern and a member of the scientific advisory board of Fraunhofer ITWM in Kaiserslautern, Germany.Elke Korn is an independent financial mathematics consultant in Kaiserslautern, Germany. Gerald Kroisandt is a financial mathematician at Fraunhofer ITWM, in Kaiserslautern, Germany.

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