Centro de Documentacion de Fundación MAPFRE - Monte Carlo methods and models in finance and insurance

Publication: Boca Raton : CRC Press, 2010Physical description: XIII, 470 p. ; 24 cm.Notes: Sumario: Introduction and user guide -- Generating random numbers -- The Monte Carlo method: basic principles -- Continuous-time stochastic processes: continuous paths -- Simulating financial models: continuous paths -- Continuous-time stochastic processes: discontinuous paths -- Simulating financial models: discontinuous paths -- Simulating actuarial modelsMateria / lugar / evento: Simulación Monte Carlo Modelos de simulación Modelos matemáticos Matemática financiera Matemática del seguro Otros autores: Korn, Elke
Kroisandt, Gerald
Other categories: 6

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FUNDACIÓN MAPFRE. Centro de Documentación

FUNDACIÓN MAPFRE. Centro de Documentación — Signature: MAP - 6 KOR MON — Record number: 049123

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