Monte Carlo methods and models in finance and insurance / / Ralf Korn, Elke Korn, Gerald Kroisandt |
Autore | Korn Ralf |
Pubbl/distr/stampa | Boca Raton : , : Taylor & Francis, , 2010 |
Descrizione fisica | 1 online resource (485 p.) |
Disciplina | 518/.282 |
Altri autori (Persone) |
KornElke <1962->
KroisandtGerald |
Collana | Chapman & Hall/CRC financial mathematics series |
Soggetto topico |
Business mathematics
Insurance - Mathematics Monte Carlo method |
Soggetto genere / forma | Electronic books. |
ISBN |
0-429-14917-4
1-282-90237-7 9786612902376 1-4200-7619-1 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Cover; 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 |
Record Nr. | UNINA-9910459064903321 |
Korn Ralf
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Boca Raton : , : Taylor & Francis, , 2010 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|
Monte Carlo methods and models in finance and insurance / / Ralf Korn, Elke Korn, Gerald Kroisandt |
Autore | Korn Ralf |
Pubbl/distr/stampa | Boca Raton : , : Taylor & Francis, , 2010 |
Descrizione fisica | 1 online resource (485 p.) |
Disciplina | 518/.282 |
Altri autori (Persone) |
KornElke <1962->
KroisandtGerald |
Collana | Chapman & Hall/CRC financial mathematics series |
Soggetto topico |
Business mathematics
Insurance - Mathematics Monte Carlo method |
ISBN |
0-429-14917-4
1-282-90237-7 9786612902376 1-4200-7619-1 |
Classificazione | SK 840 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Cover; 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 |
Record Nr. | UNINA-9910785251003321 |
Korn Ralf
![]() |
||
Boca Raton : , : Taylor & Francis, , 2010 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|
Monte Carlo methods and models in finance and insurance / / Ralf Korn, Elke Korn, Gerald Kroisandt |
Autore | Korn Ralf |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Boca Raton, FL, : CRC Press/Taylor & Francis, c2010 |
Descrizione fisica | 1 online resource (485 p.) |
Disciplina | 518/.282 |
Altri autori (Persone) |
KornElke <1962->
KroisandtGerald |
Collana | Chapman & Hall/CRC financial mathematics series |
Soggetto topico |
Business mathematics
Insurance - Mathematics Monte Carlo method |
ISBN |
0-429-14917-4
1-282-90237-7 9786612902376 1-4200-7619-1 |
Classificazione | SK 840 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Cover; 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 |
Record Nr. | UNINA-9910817723303321 |
Korn Ralf
![]() |
||
Boca Raton, FL, : CRC Press/Taylor & Francis, c2010 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|