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  1. Monte Carlo methods and models in finance and insurance
    Author: Korn, Ralf
    Published: c2010
    Publisher:  CRC Press/Taylor & Francis, Boca Raton, FL

    Offering a unique balance between applications and calculations, this book incorporates the application background of finance and insurance with the theory and applications of Monte Carlo methods. It presents recent methods and algorithms, including... more

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    Universitäts- und Landesbibliothek Sachsen-Anhalt / Zentrale
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    Universitätsbibliothek Kiel, Zentralbibliothek
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    Location:
    Hochschulbibliothek Friedensau
    Signature:
    Online-Ressource
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    Offering a unique balance between applications and calculations, this book 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 book enables readers to find the right algorithm for a desired application and illustrates complicated methods and algorithms with simple applicat

     
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    Content information
    Source: Union catalogues
    Language: English
    Media type: Ebook
    Format: Online
    ISBN: 9781420076189; 9781282902374
    Series: Chapman & Hall / CRC financial mathematics series
    Subjects: Monte Carlo method; Business mathematics; Insurance; Economics; Monte Carlo Method
    Scope: Online-Ressource (xiii, 470 p.), ill
    Notes:

    Includes bibliographical references (p. 441-457) and index

    Electronic reproduction; Available via World Wide Web

    Cover; Title; Copyright; Contents; List of Algorithms; Chapter 1: Introduction and User Guide; Chapter 2: Generating Random Numbers; Chapter 3: The Monte Carlo Method: Basic Principles; Chapter 4: Continuous-Time Stochastic Processes: Continuous Paths; Chapter 5: Simulating Financial Models: Continuous Paths; Chapter 6: Continuous-Time Stochastic Processes: Discontinuous Paths; Chapter 7: Simulating Financial Models: Discontinuous Paths; Chapter 8: Simulating Actuarial Models; References; Index
  2. Beiträge zur Geldtheorie
    von Marco Fanno, Marius W. Holtrop, Johan G. Koopmans, Gunar Myrdal, Knut Wicksell
    Contributor: Hayek, Friedrich A (Herausgeber)
    Published: 2007
    Publisher:  Springer Berlin Heidelberg, Berlin, Heidelberg ; Springer International Publishing AG, Cham

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    Bibliothek der Hochschule Darmstadt, Zentralbibliothek
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    Hochschul- und Landesbibliothek Fulda, Standort Heinrich-von-Bibra-Platz
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    Technische Hochschule Mittelhessen, Hochschulbibliothek Gießen
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    Universitätsbibliothek Gießen
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    Universität Marburg, Universitätsbibliothek
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    Source: Union catalogues
    Contributor: Hayek, Friedrich A (Herausgeber)
    Language: German
    Media type: Ebook
    Format: Online
    ISBN: 9783540722120; 3540722122
    Other identifier:
    RVK Categories: QC 320
    DDC Categories: 330
    Edition: 1st ed. 2007
    Series: Meilensteine der Nationalökonomie
    Subjects: Geldtheorie; Language and languages; Business mathematics; Economics; Macroeconomics; Econometrics; Stylistics; Business Mathematics; History of Economic Thought and Methodology; Macroeconomics and Monetary Economics; Quantitative Economics
    Scope: 1 Online-Ressource (XI, 511 Seiten)
  3. Monte Carlo methods and models in finance and insurance
    Author: Korn, Ralf; Korn, Elke; Kroisandt, Gerald
    Published: c2010
    Publisher:  CRC Press/Taylor & Francis, Boca Raton, FL

    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... more

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    Universitäts- und Landesbibliothek Sachsen-Anhalt / Zentrale
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    Karlsruher Institut für Technologie, KIT-Bibliothek
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    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. Cover -- Title -- Copyright -- Contents -- List of Algorithms -- Chapter 1: Introduction and User Guide -- Chapter 2: Generating Random Numbers -- Chapter 3: The Monte Carlo Method: Basic Principles -- Chapter 4: Continuous-Time Stochastic Processes: Continuous Paths -- Chapter 5: Simulating Financial Models: Continuous Paths -- Chapter 6: Continuous-Time Stochastic Processes: Discontinuous Paths -- Chapter 7: Simulating Financial Models: Discontinuous Paths -- Chapter 8: Simulating Actuarial Models -- References -- Index.

     
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    Content information
    Volltext (lizenzpflichtig)
    Source: Union catalogues
    Language: English
    Media type: Ebook
    Format: Online
    ISBN: 9781282902374; 1282902377; 9781420076196
    RVK Categories: SK 840
    Edition: Online-Ausg.
    Series: Chapman & Hall / CRC financial mathematics series
    Subjects: Monte Carlo method; Insurance; Business mathematics; Business mathematics; Insurance; Monte Carlo method
    Scope: Online-Ressource (1 online resource (xiii, 470 p.)), ill.
    Notes:

    Includes bibliographical references (p. 441-457) and index. - Description based on print version record
  4. Monte Carlo methods and models in finance and insurance
    Author: Korn, Ralf; Korn, Elke; Kroisandt, Gerald
    Published: c 2010
    Publisher:  CRC Press, Boca Raton [u.a.]

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    Universitätsbibliothek Erfurt / Forschungsbibliothek Gotha, Universitätsbibliothek Erfurt
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    QH 239 K84
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    Technische Informationsbibliothek (TIB) / Leibniz-Informationszentrum Technik und Naturwissenschaften und Universitätsbibliothek
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    T 10 B 2112
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    Thüringer Universitäts- und Landesbibliothek
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    MAT:NA:3000:Kor::2010
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    Universitätsbibliothek Kiel, Zentralbibliothek
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    KORN M-29982
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    Universitätsbibliothek Kiel, Zentralbibliothek
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    S 2-3-252
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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    B 368923
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    Content information
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    ISBN: 1420076183; 9781420076189
    RVK Categories: SK 840 ; QH 239 ; SK 980
    Series: Chapman & Hall/CRC financial mathematics series
    Subjects: Monte-Carlo-Simulation; Optionspreistheorie; Portfolio-Management; Versicherungsmathematik; Theorie; Business mathematics; Insurance; Monte Carlo method; Finanzmathematik; Versicherungsmathematik; Monte-Carlo-Simulation
    Scope: XIII, 470 S., graph. Darst.
    Notes:

    Literaturverz. S. [441] - 457