Monte Carlo methods and models in finance and insurance

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<namePart>Korn, Ralf</namePart>
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<namePart>Korn, Elke</namePart>
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<namePart>Kroisandt, Gerald</namePart>
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<publisher>CRC Press</publisher>
<dateIssued>2010</dateIssued>
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<abstract displayLabel="Summary">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 models</abstract>
<note type="statement of responsibility">Ralf Korn, Elke Korn, Gerald Kroisandt</note>
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<topic>Simulación Monte Carlo</topic>
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<topic>Modelos de simulación</topic>
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<topic>Modelos matemáticos</topic>
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<topic>Matemática financiera</topic>
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<topic>Matemática del seguro</topic>
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