Korn, Ralf.

Monte Carlo methods and models in finance and insurance / Ralf Korn, Elke Korn, Gerald Kroisandt. - Boca Raton, FL : CRC Press, 2010. - xiii, 470 p. : ill. ; 25 cm. - Chapman & Hall/CRC financial mathematics series . - Chapman & Hall/CRC financial mathematics series. .

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

9781420076189 (hbk.) RM272.20 1420076183 (hbk.)


Business mathematics.
Insurance--Mathematics.
Monte Carlo method.