Monte Carlo methods and models in finance and insurance [electronic resource] / Ralf Korn, Elke Korn, Gerald Kroisandt.

By:

Korn, Ralf

Contributor(s):

Material type: Text

TextSeries: Chapman & Hall/CRC financial mathematics seriesPublication details: Boca Raton : Taylor & Francis, 2010.Description: xiii, 470 p. : illISBN:

9781420076196 (ebook : PDF)

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Genre/Form:

Electronic books.

Additional physical formats: No titleOnline resources:

Distributed by publisher. Purchase or institutional license may be required for access.

Available additional physical forms:

Also available in print edition.

Contents:

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.

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Includes bibliographical references and index.

Also available in print edition.

Mode of access: World Wide Web.

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