Monte Carlo Methods and Models in Finance and Insurance (Chapman and Hall/CRC Financial Mathematics Series)

Korn, Ralf; Korn, Elke; Kroisandt, Gerald

Published by CRC Press, 2010
ISBN 10: 1420076183 / ISBN 13: 9781420076189
Used / Hardcover / Quantity Available: 0
Available From More Booksellers
View all  copies of this book

About the Book

We're sorry; this specific copy is no longer available. AbeBooks has millions of books. We've listed similar copies below.

Description:

We ship International with Tracking Number! May not contain Access Codes or Supplements. Buy with confidence, excellent customer service! j. Bookseller Inventory #

About this title:

Book ratings provided by Goodreads:
5 avg rating
(1 ratings)

Synopsis:

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.

About the Author:

Ralf Korn is a professor of financial mathematics at the University of Kaiserslautern and a member of the scientific advisory board of Fraunhofer ITWM in Kaiserslautern, Germany.

Elke Korn is an independent financial mathematics consultant in Kaiserslautern, Germany.

Gerald Kroisandt is a financial mathematician at Fraunhofer ITWM, in Kaiserslautern, Germany.

"About this title" may belong to another edition of this title.

Bibliographic Details

Title: Monte Carlo Methods and Models in Finance ...
Publisher: CRC Press
Publication Date: 2010
Binding: Hardcover
Book Condition: Used: Good

Top Search Results from the AbeBooks Marketplace

1.

Ralf Korn
Published by CRC Press (2010)
ISBN 10: 1420076183 ISBN 13: 9781420076189
New Quantity Available: > 20
Seller
Books2Anywhere
(Fairford, GLOS, United Kingdom)
Rating
[?]

Book Description CRC Press, 2010. HRD. Book Condition: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Bookseller Inventory # F9-9781420076189

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 88.37
Convert Currency

Add to Basket

Shipping: US$ 11.61
From United Kingdom to U.S.A.
Destination, Rates & Speeds

2.

ISBN 10: 1420076183 ISBN 13: 9781420076189
New Quantity Available: > 20
Print on Demand
Seller
BWB
(Valley Stream, NY, U.S.A.)
Rating
[?]

Book Description Book Condition: New. This item is Print on Demand - Depending on your location, this item may ship from the US or UK. Bookseller Inventory # POD_9781420076189

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 96.35
Convert Currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, Rates & Speeds

3.

Korn, Ralf
Published by CRC Press (2016)
ISBN 10: 1420076183 ISBN 13: 9781420076189
New Paperback Quantity Available: 1
Print on Demand
Seller
Ria Christie Collections
(Uxbridge, United Kingdom)
Rating
[?]

Book Description CRC Press, 2016. Paperback. Book Condition: New. PRINT ON DEMAND Book; New; Publication Year 2016; Not Signed; Fast Shipping from the UK. No. book. Bookseller Inventory # ria9781420076189_lsuk

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 102.10
Convert Currency

Add to Basket

Shipping: US$ 4.99
From United Kingdom to U.S.A.
Destination, Rates & Speeds

4.

Korn, Ralf
ISBN 10: 1420076183 ISBN 13: 9781420076189
New Quantity Available: 5
Seller
Paperbackshop-US
(Wood Dale, IL, U.S.A.)
Rating
[?]

Book Description 2010. HRD. Book Condition: New. New Book. Shipped from US within 10 to 14 business days. Established seller since 2000. Bookseller Inventory # VT-9781420076189

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 103.85
Convert Currency

Add to Basket

Shipping: US$ 3.99
Within U.S.A.
Destination, Rates & Speeds

5.

KORN, RALF; KORN, ELKE; KROISANDT, GERALD.
Published by CRC Press (2017)
ISBN 10: 1420076183 ISBN 13: 9781420076189
New Hardcover Quantity Available: 1
Print on Demand
Seller
Herb Tandree Philosophy Books
(Stroud, GLOS, United Kingdom)
Rating
[?]

Book Description CRC Press, 2017. Hardback. Book Condition: NEW. 9781420076189 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. Print on Demand title, produced to the highest standard, and there would be a delay in dispatch of around 10 working days. Bookseller Inventory # HTANDREE0252506

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 110.26
Convert Currency

Add to Basket

Shipping: US$ 10.32
From United Kingdom to U.S.A.
Destination, Rates & Speeds

6.

Korn, Ralf; Korn, Elke; Kroisandt, Gerald
Published by CRC Press (2010)
ISBN 10: 1420076183 ISBN 13: 9781420076189
New Hardcover Quantity Available: 10
Seller
Ergodebooks
(RICHMOND, TX, U.S.A.)
Rating
[?]

Book Description CRC Press, 2010. Hardcover. Book Condition: New. Bookseller Inventory # INGM9781420076189

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 116.03
Convert Currency

Add to Basket

Shipping: US$ 3.99
Within U.S.A.
Destination, Rates & Speeds

7.

Ralf Korn
Published by CRC Press (2010)
ISBN 10: 1420076183 ISBN 13: 9781420076189
New Quantity Available: > 20
Print on Demand
Seller
Books2Anywhere
(Fairford, GLOS, United Kingdom)
Rating
[?]

Book Description CRC Press, 2010. HRD. Book Condition: New. New Book. Delivered from our US warehouse in 10 to 14 business days. THIS BOOK IS PRINTED ON DEMAND.Established seller since 2000. Bookseller Inventory # IP-9781420076189

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 120.21
Convert Currency

Add to Basket

Shipping: US$ 11.61
From United Kingdom to U.S.A.
Destination, Rates & Speeds

8.

Ralf Korn, Elke Korn, Gerald Kroisandt
Published by CRC Press (2010)
ISBN 10: 1420076183 ISBN 13: 9781420076189
New Hardcover Quantity Available: 1
Seller
Ergodebooks
(RICHMOND, TX, U.S.A.)
Rating
[?]

Book Description CRC Press, 2010. Hardcover. Book Condition: New. Bookseller Inventory # DADAX1420076183

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 125.61
Convert Currency

Add to Basket

Shipping: US$ 3.99
Within U.S.A.
Destination, Rates & Speeds

9.

Korn, Ralf, Korn, Elke, Kroisandt, Gerald
Published by CRC Press (2010)
ISBN 10: 1420076183 ISBN 13: 9781420076189
New Quantity Available: 1
Seller
Nearfine Books
(Brooklyn, NY, U.S.A.)
Rating
[?]

Book Description CRC Press, 2010. Book Condition: new. Shiny and new! Expect delivery in 20 days. Bookseller Inventory # 9781420076189-1

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 133.99
Convert Currency

Add to Basket

Shipping: US$ 4.00
Within U.S.A.
Destination, Rates & Speeds

10.

Ralf Korn, Elke Korn, Gerald Kroisandt
Published by Taylor Francis Inc, United States (2010)
ISBN 10: 1420076183 ISBN 13: 9781420076189
New Hardcover Quantity Available: 1
Seller
Book Depository hard to find
(London, United Kingdom)
Rating
[?]

Book Description Taylor Francis Inc, United States, 2010. Hardback. Book Condition: New. Language: English . This book usually ship within 10-15 business days and we will endeavor to dispatch orders quicker than this where possible. Brand New Book. 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. Bookseller Inventory # BTE9781420076189

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 138.88
Convert Currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, Rates & Speeds

There are 12 more copies of this book

View all search results for this book