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  1. Monte Carlo methods and models in finance and insurance
    Author: Korn, Ralf
    Published: c2010
    Publisher:  CRC Press/Taylor & Francis, Boca Raton, FL

    Offering a unique balance between applications and calculations, this book incorporates the application background of finance and insurance with the theory and applications of Monte Carlo methods. It presents recent methods and algorithms, including... more

    Location:
    Universitäts- und Landesbibliothek Sachsen-Anhalt / Zentrale
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    Location:
    Universitätsbibliothek Kiel, Zentralbibliothek
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    Location:
    Hochschulbibliothek Friedensau
    Signature:
    Online-Ressource
    Inter-library loan:
    No inter-library loan

     

    Offering a unique balance between applications and calculations, this book incorporates the application background of finance and insurance with the theory and applications of Monte Carlo methods. It presents recent methods and algorithms, including the multilevel Monte Carlo method, the statistical Romberg method, and the Heath-Platen estimator, as well as recent financial and actuarial models, such as the Cheyette and dynamic mortality models. The book enables readers to find the right algorithm for a desired application and illustrates complicated methods and algorithms with simple applicat

     
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    Content information
    Source: Union catalogues
    Language: English
    Media type: Ebook
    Format: Online
    ISBN: 9781420076189; 9781282902374
    Series: Chapman & Hall / CRC financial mathematics series
    Subjects: Monte Carlo method; Business mathematics; Insurance; Economics; Monte Carlo Method
    Scope: Online-Ressource (xiii, 470 p.), ill
    Notes:

    Includes bibliographical references (p. 441-457) and index

    Electronic reproduction; Available via World Wide Web

    Cover; Title; Copyright; Contents; List of Algorithms; Chapter 1: Introduction and User Guide; Chapter 2: Generating Random Numbers; Chapter 3: The Monte Carlo Method: Basic Principles; Chapter 4: Continuous-Time Stochastic Processes: Continuous Paths; Chapter 5: Simulating Financial Models: Continuous Paths; Chapter 6: Continuous-Time Stochastic Processes: Discontinuous Paths; Chapter 7: Simulating Financial Models: Discontinuous Paths; Chapter 8: Simulating Actuarial Models; References; Index
  2. Monte Carlo methods and models in finance and insurance
    Author: Korn, Ralf; Korn, Elke; Kroisandt, Gerald
    Published: c 2010
    Publisher:  CRC Press, Boca Raton [u.a.]

    Location:
    Universitätsbibliothek Erfurt / Forschungsbibliothek Gotha, Universitätsbibliothek Erfurt
    Signature:
    QH 239 K84
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    Unlimited inter-library loan, copies and loan

    Location:
    Technische Informationsbibliothek (TIB) / Leibniz-Informationszentrum Technik und Naturwissenschaften und Universitätsbibliothek
    Signature:
    T 10 B 2112
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    Location:
    Universitätsbibliothek Ilmenau
    Signature:
    MAT SK 820 K84 M7

    Location:
    Thüringer Universitäts- und Landesbibliothek
    Signature:
    MAT:NA:3000:Kor::2010
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    Location:
    Universitätsbibliothek Kiel, Zentralbibliothek
    Signature:
    KORN M-29982
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    Location:
    Universitätsbibliothek Kiel, Zentralbibliothek
    Signature:
    S 2-3-252
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    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    B 368923
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    Location:
    Hochschule für Technik Stuttgart, Bibliothek
    Signature:
    MW 316
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    Content information
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    ISBN: 1420076183; 9781420076189; 9781032477695
    RVK Categories: SK 840 ; QH 239 ; SK 980 ; SK 820
    Series: Chapman & Hall/CRC financial mathematics series
    Subjects: Monte-Carlo-Simulation; Optionspreistheorie; Portfolio-Management; Versicherungsmathematik; Theorie; Business mathematics; Insurance; Monte Carlo method; Finanzmathematik; Versicherungsmathematik; Monte-Carlo-Simulation
    Scope: XIII, 470 S., graph. Darst.
    Notes:

    Literaturverz. S. [441] - 457
  3. The PCSE estimator is good
    just not as good as you think
    Author: Reed, W. Robert; Webb, Rachel S.
    Published: [2010]
    Publisher:  Department of Economics and Finance, College of Business and Economics, University of Canterbury, Christchurch, N.Z

    Location:
    Niedersächsische Staats- und Universitätsbibliothek Göttingen
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    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 92 (2010,53)
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    Content information
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Edition: Rev.
    Series: Working paper / Department of Economics and Finance, College of Business and Economics, University of Canterbury ; 2010,53
    Subjects: Panel; Monte-Carlo-Simulation; Statistischer Fehler; Theorie; Panel analysis; Time-series analysis; Monte Carlo method
    Scope: Online-Ressource (29 p., 179 Kb), PDF file
    Notes:

    Archived by the National Library of New Zealand

    Title from PDF cover (viewed on Sept. 13, 2010)

    "Revised, 13 August 2010"--P.[i]

    Hypertext links contained in the archived instances of this title are non-functional

    Includes bibliographical references (p. 13)

    PCSE = Panel-Corrected Standard Error estimator
  4. Monte Carlo methods and models in finance and insurance
    Author: Korn, Ralf; Korn, Elke; Kroisandt, Gerald
    Published: c2010
    Publisher:  CRC Press/Taylor & Francis, Boca Raton, FL

    Offering a unique balance between applications and calculations, Monte Carlo Methods and Models in Finance and Insurance incorporates the application background of finance and insurance with the theory and applications of Monte Carlo methods. It... more

    Location:
    Universitätsbibliothek Erfurt / Forschungsbibliothek Gotha, Universitätsbibliothek Erfurt
    Inter-library loan:
    No inter-library loan
    Location:
    Universitätsbibliothek Erfurt / Forschungsbibliothek Gotha, Universitätsbibliothek Erfurt
    Inter-library loan:
    No inter-library loan

    Location:
    Universitäts- und Landesbibliothek Sachsen-Anhalt / Zentrale
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    No inter-library loan

    Location:
    Helmut-Schmidt-Universität, Universität der Bundeswehr Hamburg, Universitätsbibliothek
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    Location:
    Helmut-Schmidt-Universität, Universität der Bundeswehr Hamburg, Universitätsbibliothek
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    Location:
    Karlsruher Institut für Technologie, KIT-Bibliothek
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    Location:
    Universitätsbibliothek Kiel, Zentralbibliothek
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    No inter-library loan
    Location:
    Universitätsbibliothek Kiel, Zentralbibliothek
    Inter-library loan:
    No inter-library loan

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Inter-library loan:
    No inter-library loan

    Location:
    Hochschulbibliothek Friedensau
    Signature:
    Online-Ressource
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    Location:
    früher: EBS Universität für Wirtschaft und Recht, Learning Center, Standort Wiesbaden, Fachbibliothek Rechtswissenschaften
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    Offering a unique balance between applications and calculations, Monte Carlo Methods and Models in Finance and Insurance incorporates the application background of finance and insurance with the theory and applications of Monte Carlo methods. It presents recent methods and algorithms, including the multilevel Monte Carlo method, the statistical Romberg method, and the Heath-Platen estimator, as well as recent financial and actuarial models, such as the Cheyette and dynamic mortality models. The authors separately discuss Monte Carlo techniques, stochastic process basics, and the theoretical background and intuition behind financial and actuarial mathematics, before bringing the topics together to apply the Monte Carlo methods to areas of finance and insurance. This allows for the easy identification of standard Monte Carlo tools and for a detailed focus on the main principles of financial and insurance mathematics. The book describes high-level Monte Carlo methods for standard simulation and the simulation of stochastic processes with continuous and discontinuous paths. It also covers a wide selection of popular models in finance and insurance, from Black-Scholes to stochastic volatility to interest rate to dynamic mortality. Through its many numerical and graphical illustrations and simple, insightful examples, this book provides a deep understanding of the scope of Monte Carlo methods and their use in various financial situations. The intuitive presentation encourages readers to implement and further develop the simulation methods. Cover -- Title -- Copyright -- Contents -- List of Algorithms -- Chapter 1: Introduction and User Guide -- Chapter 2: Generating Random Numbers -- Chapter 3: The Monte Carlo Method: Basic Principles -- Chapter 4: Continuous-Time Stochastic Processes: Continuous Paths -- Chapter 5: Simulating Financial Models: Continuous Paths -- Chapter 6: Continuous-Time Stochastic Processes: Discontinuous Paths -- Chapter 7: Simulating Financial Models: Discontinuous Paths -- Chapter 8: Simulating Actuarial Models -- References -- Index.

     
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    Content information
    Volltext (lizenzpflichtig)
    Source: Union catalogues
    Language: English
    Media type: Ebook
    Format: Online
    ISBN: 1282902377; 9781420076196; 9781282902374; 9781420076189
    RVK Categories: SK 840
    Edition: Online-Ausg.
    Series: Chapman & Hall / CRC financial mathematics series
    Subjects: Monte Carlo method; Business mathematics; Insurance; Insurance; Business mathematics; Monte Carlo method; Economics; Monte Carlo Method
    Scope: Online-Ressource (1 online resource (xiii, 470 p.)), ill.
    Notes:

    Includes bibliographical references (p. 441-457) and index. - Description based on print version record

    Cover; Title; Copyright; Contents; List of Algorithms; Chapter 1: Introduction and User Guide; Chapter 2: Generating Random Numbers; Chapter 3: The Monte Carlo Method: Basic Principles; Chapter 4: Continuous-Time Stochastic Processes: Continuous Paths; Chapter 5: Simulating Financial Models: Continuous Paths; Chapter 6: Continuous-Time Stochastic Processes: Discontinuous Paths; Chapter 7: Simulating Financial Models: Discontinuous Paths; Chapter 8: Simulating Actuarial Models; References; Index