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Monte Carlo Methods and Models in Finance and Insurance

By: Germany) Korn Kaiserslantern Ralf (University of Kaiserslautern (Author) , Germany) Korn Stelzenberg Elke (Independent Mathematical Consultant (Author) , UK) Kroisandt Germany Kaiserslautern Gerald (Fraunhofer ITWM (Author)

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Ksh 31,200.00

Format: Hardback or Cased Book

ISBN-13: 9781420076189

Publisher: Taylor & Francis Inc

Publication Date: Feb 26th, 2010

Weight: 878 grams

Dimension: 24.00 x 16.00 x 3.20 cms

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Incorporates the application background of finance and insurance with the theory and applications of Monte Carlo methods. This book presents the methods and algorithms, including the multilevel Monte Carlo method, the statistical Romberg method, and the Heath-Platen estimator, as well as financial and actuarial models.

Get Monte Carlo Methods and Models in Finance and Insurance by Ralf (University of Kaiserslautern, Kaiserslantern, Germany) Korn at the best price and quality guranteed only at Werezi Africa largest book ecommerce store. The book was published by Taylor & Francis Inc and it has pages. Enjoy Shopping Best Offers & Deals on books Online from Werezi - Receive at your doorstep - Fast Delivery - Secure mode of Payment

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