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The authors separately discuss Monte Carlo techniques, stochastic process basics, and the theoretical background and intuition behind financial and actuarial mathematics, before bringing the topics together to apply the Monte Carlo methods to areas of finance and insurance. This allows for the easy identification of standard Monte Carlo tools and for a detailed focus on the main principles of financial and insurance mathematics. The book describes high-level Monte Carlo methods for standard simulation and the simulation of stochastic processes with continuous and discontinuous paths. It also covers a wide selection of popular models in finance and insurance, from Black-Scholes to stochastic volatility to interest rate to dynamic mortality.
Through its many numerical and graphical illustrations and simple, insightful examples, this book provides a deep understanding of the scope of Monte Carlo methods and their use in various financial situations. The intuitive presentation encourages readers to implement and further develop the simulation methods.
The authors separately discuss Monte Carlo techniques, stochastic process basics, and the theoretical background and intuition behind financial and actuarial mathematics, before bringing the topics together to apply the Monte Carlo methods to areas of finance and insurance. This allows for the easy identification of standard Monte Carlo tools and for a detailed focus on the main principles of financial and insurance mathematics. The book describes high-level Monte Carlo methods for standard simulation and the simulation of stochastic processes with continuous and discontinuous paths. It also covers a wide selection of popular models in finance and insurance, from Black-Scholes to stochastic volatility to interest rate to dynamic mortality.
Through its many numerical and graphical illustrations and simple, insightful examples, this book provides a deep understanding of the scope of Monte Carlo methods and their use in various financial situations. The intuitive presentation encourages readers to implement and further develop the simulation methods.
| Medium: | Taschenbuch |
|---|---|
| ISBN-13: | 9781032477695 |
| ISBN-10: | 1032477695 |
| Sprache: | Englisch |
| Autor: |
Korn, Ralf
Korn, Elke Kroisandt, Gerald |
| Hersteller: |
CRC Press
Taylor & Francis |
| Verantwortliche Person für die EU: | preigu, Ansas Meyer, Lengericher Landstr. 19, D-49078 Osnabrück, mail@preigu.de |
| Abbildungen: | 44 SW-Abb. |
| Maße: | 26 x 156 x 234 mm |
| Von/Mit: | Ralf Korn (u. a.) |
| Gewicht: | 0,553 kg |
| Medium: | Taschenbuch |
|---|---|
| ISBN-13: | 9781032477695 |
| ISBN-10: | 1032477695 |
| Sprache: | Englisch |
| Autor: |
Korn, Ralf
Korn, Elke Kroisandt, Gerald |
| Hersteller: |
CRC Press
Taylor & Francis |
| Verantwortliche Person für die EU: | preigu, Ansas Meyer, Lengericher Landstr. 19, D-49078 Osnabrück, mail@preigu.de |
| Abbildungen: | 44 SW-Abb. |
| Maße: | 26 x 156 x 234 mm |
| Von/Mit: | Ralf Korn (u. a.) |
| Gewicht: | 0,553 kg |
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