8550310
9781420076189
This title provides a guide to financial and actuarial models via mathematical simulation. It introduces Monte Carlo simulation, including random number generation, basic methods, convergence and variance reduction.Korn, Ralf is the author of 'Monte Carlo Methods and Models in Finance and Insurance (Chapman & Hall/CRC Financial Mathematics Series)', published 2010 under ISBN 9781420076189 and ISBN 1420076183.
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