Monte Carlo Methods and Models in Finance and Insurance
portes grátis
Monte Carlo Methods and Models in Finance and Insurance
Korn, Ralf; Kroisandt, Gerald; Korn, Elke
Taylor & Francis Ltd
01/2023
484
Mole
Inglês
9781032477695
15 a 20 dias
900
Descrição não disponível.
Introduction and User Guide. Generating Random Numbers. The Monte Carlo Method: Basic Principles and Improvements. Simulating Continuous-Time Stochastic Processes with Continuous Paths. Simulating Financial Models and Pricing of Derivatives: Continuous Paths. Simulating Continuous-Time Stochastic Processes: Discontinuous Paths. Simulating Financial Models: Discontinuous Paths. Simulating Actuarial Models. References. Index.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
Euler Maruyama Scheme;Crude Monte Carlo Method;Monte Carlo method;Forward LIBOR Rate;Monte Carlo simulation;Conditional Expectations;financial models;Be;actuarial models;Vg Process;Markov chain Monte Carlo;MC;stochastic process;CEV Model;life insurance;MCMC Chain;Black-Scholes model;Compound Poisson Process;stochastic volatility model;Bermudan Option;interest rate model;American Contingent Claim;dynamic mortality model;Euler Maruyama Method;Romberg method;Stock Price Paths;Heath-Platen estimator;MCMC Method;LIBOR market models;Bermudan Swaption;Levy process;Milstein Method;Bayesian estimation;Solvency Capital Requirement;asset-liability management;Tail Dependence;Solvency II;Black Scholes Setting;Control Variate Estimator;Gaussian Copula;Discrete Barrier Options;Heston Model;Option Price
Introduction and User Guide. Generating Random Numbers. The Monte Carlo Method: Basic Principles and Improvements. Simulating Continuous-Time Stochastic Processes with Continuous Paths. Simulating Financial Models and Pricing of Derivatives: Continuous Paths. Simulating Continuous-Time Stochastic Processes: Discontinuous Paths. Simulating Financial Models: Discontinuous Paths. Simulating Actuarial Models. References. Index.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
Euler Maruyama Scheme;Crude Monte Carlo Method;Monte Carlo method;Forward LIBOR Rate;Monte Carlo simulation;Conditional Expectations;financial models;Be;actuarial models;Vg Process;Markov chain Monte Carlo;MC;stochastic process;CEV Model;life insurance;MCMC Chain;Black-Scholes model;Compound Poisson Process;stochastic volatility model;Bermudan Option;interest rate model;American Contingent Claim;dynamic mortality model;Euler Maruyama Method;Romberg method;Stock Price Paths;Heath-Platen estimator;MCMC Method;LIBOR market models;Bermudan Swaption;Levy process;Milstein Method;Bayesian estimation;Solvency Capital Requirement;asset-liability management;Tail Dependence;Solvency II;Black Scholes Setting;Control Variate Estimator;Gaussian Copula;Discrete Barrier Options;Heston Model;Option Price
