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010   $a0-429-14917-4
010   $a1-282-90237-7
010   $a9786612902376
010   $a1-4200-7619-1
024 7 $a10.1201/9781420076196
035   $a(CKB)2670000000047916
035   $a(EBL)589908
035   $a(OCoLC)666038387
035   $a(SSID)ssj0000423428
035   $a(PQKBManifestationID)11291596
035   $a(PQKBTitleCode)TC0000423428
035   $a(PQKBWorkID)10440284
035   $a(PQKB)11014908
035   $a(MiAaPQ)EBC589908
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035   $a(CaONFJC)MIL290237
035   $a(PPN)236239333
035   $a(EXLCZ)992670000000047916
100   $a20091119d2010      uy         0
101 0 $aeng
135   $aur|n|---|||||
181   $ctxt
182   $cc
183   $acr
200 10$aMonte Carlo methods and models in finance and insurance /$fRalf Korn, Elke Korn, Gerald Kroisandt
205   $a1st ed.
210   $aBoca Raton, FL $cCRC Press/Taylor & Francis$dc2010
215   $a1 online resource (485 p.)
225 1 $aChapman & Hall/CRC financial mathematics series
300   $aDescription based upon print version of record.
311   $a1-4200-7618-3 
320   $aIncludes bibliographical references (p. 441-457) and index.
327   $aCover; Title; Copyright; Contents; List of Algorithms; Chapter 1: Introduction and User Guide; Chapter 2: Generating Random Numbers; Chapter 3: The Monte Carlo Method: Basic Principles; Chapter 4: Continuous-Time Stochastic Processes: Continuous Paths; Chapter 5: Simulating Financial Models: Continuous Paths; Chapter 6: Continuous-Time Stochastic Processes: Discontinuous Paths; Chapter 7: Simulating Financial Models: Discontinuous Paths; Chapter 8: Simulating Actuarial Models; References; Index
330   $aOffering a unique balance between applications and calculations, this book incorporates the application background of finance and insurance with the theory and applications of Monte Carlo methods. It presents recent methods and algorithms, including the multilevel Monte Carlo method, the statistical Romberg method, and the Heath-Platen estimator, as well as recent financial and actuarial models, such as the Cheyette and dynamic mortality models. The book enables readers to find the right algorithm for a desired application and illustrates complicated methods and algorithms with simple applicat
410  0$aChapman & Hall/CRC financial mathematics series.
606   $aBusiness mathematics
606   $aInsurance$xMathematics
606   $aMonte Carlo method
615  0$aBusiness mathematics.
615  0$aInsurance$xMathematics.
615  0$aMonte Carlo method.
676   $a518/.282
686   $aSK 840$2rvk
700   $aKorn$b Ralf$0117083
701   $aKorn$b Elke$f1962-$0147685
701   $aKroisandt$b Gerald$01647042
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910817723303321
996   $aMonte Carlo methods and models in finance and insurance$93994406
997   $aUNINA