| 000 | 01743nam a2200373Ia 4500 | ||
|---|---|---|---|
| 001 | CRC00CE7618PDF | ||
| 003 | FlBoTFG | ||
| 005 | 20171224123714.0 | ||
| 006 | m|||||o||d|||||||| | ||
| 007 | cr|||| | ||
| 008 | 091119s2010 fluad sb 001 0 eng d | ||
| 020 | _a9781420076196 (ebook : PDF) | ||
| 040 |
_aFlBoTFG _cFlBoTFG |
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| 090 |
_aHF5691 _b.K713 2010 |
||
| 092 |
_a518.282 _bK846 |
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| 100 | 1 | _aKorn, Ralf. | |
| 245 | 1 | 0 |
_aMonte Carlo methods and models in finance and insurance _h[electronic resource] / _cRalf Korn, Elke Korn, Gerald Kroisandt. |
| 260 |
_aBoca Raton : _bTaylor & Francis, _c2010. |
||
| 300 |
_axiii, 470 p. : _bill. |
||
| 490 | 1 | _aChapman & Hall/CRC financial mathematics series | |
| 504 | _aIncludes bibliographical references and index. | ||
| 505 | 0 | _a1. 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. | |
| 530 | _aAlso available in print edition. | ||
| 538 | _aMode of access: World Wide Web. | ||
| 650 | 0 | _aBusiness mathematics. | |
| 650 | 0 |
_aInsurance _xMathematics. |
|
| 650 | 0 | _aMonte Carlo method. | |
| 655 | 7 |
_aElectronic books. _2lcsh |
|
| 700 | 1 |
_aKorn, Elke, _d1962- |
|
| 700 | 1 | _aKroisandt, Gerald. | |
| 776 | 1 | _z9781420076189 | |
| 830 | 0 | _aChapman & Hall/CRC financial mathematics series. | |
| 856 | 4 | 0 |
_uhttp://marc.crcnetbase.com/isbn/9781420076196 _qapplication/PDF _zDistributed by publisher. Purchase or institutional license may be required for access. |
| 999 |
_c15560 _d15560 |
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