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

MAP20110021528

Monte Carlo methods and models in finance and insurance / Ralf Korn, Elke Korn, Gerald Kroisandt. — Boca Raton : CRC Press, 2010

XIII, 470 p. ; 24 cm.

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

1. Simulación Monte Carlo . 2. Modelos de simulación . 3. Modelos matemáticos . 4. Matemática financiera . 5. Matemática del seguro . I. Korn, Elke . II. Kroisandt, Gerald . III. Title.

FUNDACIÓN MAPFRE. Centro de Documentación

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

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