Monte Carlo methods and models in finance and insurance
Ralf Korn; Elke Korn; Gerald Kroisandt
| Year of publication: |
c 2010
|
|---|---|
| Authors: | Korn, Ralf ; Korn, Elke ; Kroisandt, Gerald |
| Publisher: |
Boca Raton [u.a.] : CRC Press |
| Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | Optionspreistheorie | Option pricing theory | Portfolio-Management | Portfolio selection | Versicherungsmathematik | Actuarial mathematics | Theorie | Theory | Finanzmathematik |
| Description of contents: | Table of Contents [gbv.de] ; Description [zbmath.org] |
| Extent: | XIII, 470 S. graph. Darst. |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. [441] - 457 |
| ISBN: | 1-4200-7618-3 ; 978-1-4200-7618-9 ; 978-1-032-47769-5 |
| Classification: | Wahrscheinlichkeitsrechnung ; Investition, Finanzierung ; Banken, Versicherungen |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003895954