AuthorKorn, Ralf
TitleMonte Carlo methods and models in finance and insurance [electronic resource] / Ralf Korn, Elke Korn, Gerald Kroisandt
Imprint Boca Raton : Taylor & Francis, 2010
Connect tohttp://marc.crcnetbase.com/isbn/9781420076196
Descript xiii, 470 p. : ill

CONTENT

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


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