Articles liés à Monte Carlo Methods and Models in Finance and Insurance
Synopsis
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 Romberg method, and the Heath-Platen estimator, as well as recent financial and actuarial models, such as the Cheyette and dynamic mortality models.
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.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
À propos de l?auteur
Ralf Korn is a professor of financial mathematics at the University of Kaiserslautern and a member of the scientific advisory board of Fraunhofer ITWM in Kaiserslautern, Germany.
Elke Korn is an independent financial mathematics consultant in Kaiserslautern, Germany.
Gerald Kroisandt is a financial mathematician at Fraunhofer ITWM, in Kaiserslautern, Germany.
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
Acheter neuf
Afficher cet article
EUR 54,66
EUR 9,70 expédition depuis Allemagne vers France
Destinations, frais et délais
Résultats de recherche pour Monte Carlo Methods and Models in Finance and Insurance
Image fournie par le vendeur
Monte Carlo Methods and Models in Finance and Insurance
impression à la demandeVendeur : moluna, Greven, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Ralf Korn is a professor of financial mathematics at the University of Kaiserslautern and a member of the scientific advisory board of Fraunhofer ITWM in Kaiserslautern, Germany.Elke Korn is an independent . N° de réf. du vendeur 801266717
Quantité disponible : Plus de 20 disponibles
Image fournie par le vendeur
Monte Carlo Methods and Models in Finance and Insurance
impression à la demandeVendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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 Romberg method, and the Heath-Platen estimator, as well as recent financial and actuarial models, such as the Cheyette and dynamic mortality models.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. 484 pp. Englisch. N° de réf. du vendeur 9781032477695
Quantité disponible : 2 disponible(s)
Image d'archives
Monte Carlo Methods and Models in Finance and Insurance
Vendeur : Majestic Books, Hounslow, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. N° de réf. du vendeur 401062513
Quantité disponible : 3 disponible(s)
Image d'archives
Monte Carlo Methods and Models in Finance and Insurance
Edité par
Taylor & Francis Ltd, 2023
ISBN 10 : 1032477695
ISBN 13 : 9781032477695
Neuf
Paperback / softback
Vendeur : THE SAINT BOOKSTORE, Southport, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Paperback / softback. Etat : New. New copy - Usually dispatched within 4 working days. 185. N° de réf. du vendeur B9781032477695
Quantité disponible : 1 disponible(s)
Image d'archives
Monte Carlo Methods and Models in Finance and Insurance
Edité par
CRC Press, 2023
ISBN 10 : 1032477695
ISBN 13 : 9781032477695
Ancien ou d'occasion
Couverture souple
Vendeur : GreatBookPrices, Columbia, MD, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Etat : As New. Unread book in perfect condition. N° de réf. du vendeur 45518539
Quantité disponible : 10 disponible(s)
Image d'archives
Monte Carlo Methods and Models in Finance and Insurance
Vendeur : Revaluation Books, Exeter, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Paperback. Etat : Brand New. 484 pages. 9.19x6.13x1.54 inches. In Stock. N° de réf. du vendeur __1032477695
Quantité disponible : 1 disponible(s)
Image fournie par le vendeur
Monte Carlo Methods and Models in Finance and Insurance
impression à la demandeVendeur : AHA-BUCH GmbH, Einbeck, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - 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 Romberg method, and the Heath-Platen estimator, as well as recent financial and actuarial models, such as the Cheyette and dynamic mortality models.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. N° de réf. du vendeur 9781032477695
Quantité disponible : 2 disponible(s)
Image d'archives
Monte Carlo Methods and Models in Finance and Insurance
Edité par
CRC Press, 2023
ISBN 10 : 1032477695
ISBN 13 : 9781032477695
Ancien ou d'occasion
Couverture souple
Vendeur : GreatBookPricesUK, Woodford Green, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Etat : As New. Unread book in perfect condition. N° de réf. du vendeur 45518539
Quantité disponible : 10 disponible(s)
Image d'archives
Monte Carlo Methods and Models in Finance and Insurance
Vendeur : Biblios, Frankfurt am main, HESSE, Allemagne
Évaluation du vendeur 4 sur 5 étoiles
Etat : New. N° de réf. du vendeur 18395314596
Quantité disponible : 3 disponible(s)
Image d'archives
Monte Carlo Methods and Models in Finance and Insurance
Vendeur : Books Puddle, New York, NY, Etats-Unis
Évaluation du vendeur 4 sur 5 étoiles
Etat : New. N° de réf. du vendeur 26395314606
Quantité disponible : 3 disponible(s)