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Monte Carlo Methods and Models in Finance and Insurance
Ralf KornElke KornGerald Kroisandt
出版CRC Press, 2010-02-26
主題Business & Economics / Finance / GeneralMathematics / GeneralMathematics / Probability & Statistics / GeneralBusiness & Economics / Accounting / GeneralMathematics / AppliedBusiness & Economics / Statistics
ISBN14200761919781420076196
URLhttp://books.google.com.hk/books?id=TkTkgxsAoT4C&hl=&source=gbs_api
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註釋Offering a unique balance between applications and calculations, Monte Carlo Methods and Models in Finance and Insurance 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 Rom