TY  - BOOK
AU  - Korn,Ralf
AU  - Korn,Elke
AU  - Kroisandt,Gerald
TI  - Monte Carlo methods and models in finance and insurance
T2  - Chapman & Hall/CRC financial mathematics series
SN  - 9781420076196 (ebook : PDF)
PY  - 2010///
CY  - Boca Raton
PB  - Taylor & Francis
KW  - Business mathematics
KW  - Insurance
KW  - Mathematics
KW  - Monte Carlo method
KW  - Electronic books
KW  - lcsh
N1  - Includes bibliographical references and index; 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; Also available in print edition
UR  - http://marc.crcnetbase.com/isbn/9781420076196
ER  -