Monte Carlo Methods and Models in Finance and Insurance (Chapman and Hall/CRC Financial Mathematics Series) - Image 1

£46.53

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

Name: Monte Carlo Methods and Models in Finance and Insurance (Chapman and Hall/CRC Financial Mathematics Series)
Brand: CRC Press
Price: 46.53 GBP
Availability: InStock

Econometrics

This is the most expensive it has ever been. Walk away.

£47 today · previous high £47 · all-time low £40

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey

↓ Forecast
where the price is heading next

↓ Statistics
all-time high & low, recent range

↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 476 days • 476 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 476 days • 6 price levels

Days at Price

Current Price

Price Analysis

Most common price: £42 (157 days, 33.0%)

Price range: £41 - £47

Price levels: 6 different prices over 476 days

Description

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.

Product Specifications

Brand: CRC Press
Format: paperback
ASIN: 1032477695
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 21 January 2023
Listed Since: 01 December 2022

Barcode

No barcode data available

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

This is the most expensive it has ever been. Walk away.

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

CRC Press Monte Carlo Methods in Finance and Insurance Book

STOCHASTIC PROCESSES, FINANCE AND CONTROL: A FESTSCHRIFT IN HONOR OF ROBERT J ELLIOTT: 1 (Advances In Statistics, Probability And Actuarial Science)

Handbook in Monte Carlo Simulation: Applications in Financial Engineering, Risk Management, and Economics (Wiley Handbooks in Financial Engineering and Econometrics)

Monte Carlo Simulation with Applications to Finance (Chapman & Hall/CRC Financial Mathematics)

Advances in Heavy Tailed Risk Modeling: A Handbook of Operational Risk (Wiley Handbooks in Financial Engineering and Econometrics)

Optional Processes: Theory and Applications (Chapman and Hall/CRC Financial Mathematics Series)

Probability and Random Processes with One Thousand Exercises in Probability

Risk And Stochastics: Ragnar Norberg (Mathematical Finance Economics)

Mathematical Finance: Core Theory, Problems and Statistical Algorithms (Routledge Advanced Texts in Economics and Finance)

Risk Analysis in Finance and Insurance: 21 (Chapman and Hall/CRC Financial Mathematics Series)

Stochastic Processes with Applications to Finance (Chapman and Hall/CRC Financial Mathematics Series)

Computation and Modelling in Insurance and Finance (International Series on Actuarial Science)

Mathematical and Statistical Methods for Actuarial Sciences and Finance: MAF 2018

Martingale Methods in Statistics: 1 (Chapman & Hall/CRC Monographs on Statistics and Applied Probability)

Mathematical and Statistical Methods for Actuarial Sciences and Finance

Probability - the Science of Uncertainty: With Applications to Investments, Insurance, and Engineering (Pure and Applied Undergraduate Texts)

Basic Stochastic Processes (Mathematics and Statistics)

Econometrics of Risk: 583 (Studies in Computational Intelligence, 583)

Statistical and Probabilistic Methods in Actuarial Science (Chapman & Hall/CRC Series in Actuarial Science)

Financial and Actuarial Statistics: An Introduction, Second Edition

Stochastic Financial Models (Chapman and Hall/CRC Financial Mathematics Series)

Numerical Methods in Finance: Bordeaux, June 2010: 12 (Springer Proceedings in Mathematics, 12)

Probability and Stochastic Modeling: The Mathematics of Insurance, Second Editon

Mathematical Methods and Quantum Mathematics for Economics and Finance