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 Rom
- ISBN10 1282902377
- ISBN13 9781282902374
- Publish Date 1 January 2010
- Publish Status Active
- Out of Print 21 April 2015
- Publish Country US
- Publisher Taylor & Francis Ltd
- Imprint CRC Press
- Language English