Monte Carlo Methods and Models in Finance and Insurance
portes grátis
Monte Carlo Methods and Models in Finance and Insurance
Kroisandt, Gerald; Korn, Ralf; 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;stochastic;Crude Monte Carlo Method;volatility;Forward LIBOR Rate;l;Conditional Expectations;Be;process;Vg Process;gamma;MC;option;CEV Model;pricing;MCMC Chain;variance;Compound Poisson Process;equivalent;martingale;Bermudan Option;American Contingent Claim;Euler Maruyama Method;Stock Price Paths;MCMC Method;Bermudan Swaption;Milstein Method;Solvency Capital Requirement;Tail Dependence;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;stochastic;Crude Monte Carlo Method;volatility;Forward LIBOR Rate;l;Conditional Expectations;Be;process;Vg Process;gamma;MC;option;CEV Model;pricing;MCMC Chain;variance;Compound Poisson Process;equivalent;martingale;Bermudan Option;American Contingent Claim;Euler Maruyama Method;Stock Price Paths;MCMC Method;Bermudan Swaption;Milstein Method;Solvency Capital Requirement;Tail Dependence;Black Scholes Setting;Control Variate Estimator;Gaussian Copula;Discrete Barrier Options;Heston Model;Option Price
