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Monte Carlo methods and models in finance and insurance

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<dc:creator>Korn, Ralf</dc:creator>
<dc:creator>Korn, Elke</dc:creator>
<dc:creator>Kroisandt, Gerald</dc:creator>
<dc:date>2010</dc:date>
<dc:description xml:lang="es">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 models</dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/130181.do</dc:identifier>
<dc:language>eng</dc:language>
<dc:publisher>CRC Press</dc:publisher>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:subject xml:lang="es">Simulación Monte Carlo</dc:subject>
<dc:subject xml:lang="es">Modelos de simulación</dc:subject>
<dc:subject xml:lang="es">Modelos matemáticos</dc:subject>
<dc:subject xml:lang="es">Matemática financiera</dc:subject>
<dc:subject xml:lang="es">Matemática del seguro</dc:subject>
<dc:type xml:lang="es">Livros</dc:type>
<dc:title xml:lang="es">Monte Carlo methods and models in finance and insurance</dc:title>
<dc:format xml:lang="es">XIII, 470 p. ; 24 cm.</dc:format>
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