Holdings: Quasi-Monte Carlo methods in finance and insurance

Quasi-Monte Carlo methods in finance and insurance:

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Bibliographic Details
Format:	Book
Language:	English
Published:	Graz Fachbibl. für Mathematik 2002
Series:	Grazer mathematische Berichte 345
Subjects:	Approximation Finanzmathematik Monte-Carlo-Simulation Versicherungsmathematik
Online Access:	Inhaltsverzeichnis
Physical Description:	VI, 129 S. graph. Darst.

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MARC


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Record in the Search Index

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adam_text	INHALTSVERZEICHNIS HARTINGER, JUERGEN / PREDOTA, MARTIN PRICING ASIAN OPTIONS IN THE HYPERBOLIC MODEL: A FAST QUASI-MONTE CARLO APPROACH S. 1- ALBRECHER, HANSJOERG / PREDOTA, MARTIN BOUNDS AND APPROXIMATIONS FOR DISCRETE ASIAN OPTIONS IN A VARIANCE-GAMMA MODEL S. 35- HATZL, JOHANNES VALUE AT RISK - A MATHEMATICAL SURVEY AND SIMULATION METHODS S. 59- ALBRECHER, HANSJOERG / KAINHOFER, REINHOLD / TICHY, ROBERT F. EFFICIENT SIMULATION TECHNIQUES FOR A GENERALIZED RUIN MODEL S. 79- KAINHOFER, REINHOLD / TICHY, ROBERT F. QMC METHODS FOR THE SOLUTION OF DIFFERENTIAL EQUATIONS WITH MULTIPLE DELAYED ARGUMENTS S. 111- INHALTSVERZEICHNIS ALS PDF 2000- OESTERR. BIBLIOTHEKENVERBUND & SERVICE GMBH [HTML 4.0 / GENERATED: 2008.01.17]
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publisher	Fachbibl. für Mathematik
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series	Grazer mathematische Berichte
series2	Grazer mathematische Berichte
spelling	Quasi-Monte Carlo methods in finance and insurance Robert Tichy (ed.) Graz Fachbibl. für Mathematik 2002 VI, 129 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Grazer mathematische Berichte 345 Approximation (DE-588)4002498-2 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Monte-Carlo-Simulation (DE-588)4240945-7 gnd rswk-swf Versicherungsmathematik (DE-588)4063194-1 gnd rswk-swf Monte-Carlo-Simulation (DE-588)4240945-7 s Approximation (DE-588)4002498-2 s Finanzmathematik (DE-588)4017195-4 s Versicherungsmathematik (DE-588)4063194-1 s DE-604 Tichy, Robert F. 1957- Sonstige (DE-588)131835769 oth Grazer mathematische Berichte 345 (DE-604)BV008016881 345 OEBV Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=010148806&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis
spellingShingle	Quasi-Monte Carlo methods in finance and insurance Grazer mathematische Berichte Approximation (DE-588)4002498-2 gnd Finanzmathematik (DE-588)4017195-4 gnd Monte-Carlo-Simulation (DE-588)4240945-7 gnd Versicherungsmathematik (DE-588)4063194-1 gnd
subject_GND	(DE-588)4002498-2 (DE-588)4017195-4 (DE-588)4240945-7 (DE-588)4063194-1
title	Quasi-Monte Carlo methods in finance and insurance
title_auth	Quasi-Monte Carlo methods in finance and insurance
title_exact_search	Quasi-Monte Carlo methods in finance and insurance
title_full	Quasi-Monte Carlo methods in finance and insurance Robert Tichy (ed.)
title_fullStr	Quasi-Monte Carlo methods in finance and insurance Robert Tichy (ed.)
title_full_unstemmed	Quasi-Monte Carlo methods in finance and insurance Robert Tichy (ed.)
title_short	Quasi-Monte Carlo methods in finance and insurance
title_sort	quasi monte carlo methods in finance and insurance
topic	Approximation (DE-588)4002498-2 gnd Finanzmathematik (DE-588)4017195-4 gnd Monte-Carlo-Simulation (DE-588)4240945-7 gnd Versicherungsmathematik (DE-588)4063194-1 gnd
topic_facet	Approximation Finanzmathematik Monte-Carlo-Simulation Versicherungsmathematik
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work_keys_str_mv	AT tichyrobertf quasimontecarlomethodsinfinanceandinsurance

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