Metamodeling for Variable Annuities e-bog
403,64 DKK
(inkl. moms 504,55 DKK)
This book is devoted to the mathematical methods of metamodeling that can be used to speed up the valuation of large portfolios of variable annuities. It is suitable for advanced undergraduate students, graduate students, and practitioners. It is the goal of this book to describe the computational problems and present the metamodeling approaches in a way that can be accessible to advanced under...
E-bog
403,64 DKK
Forlag
Chapman and Hall/CRC
Udgivet
5 juli 2019
Længde
196 sider
Genrer
KFFN
Sprog
English
Format
epub
Beskyttelse
LCP
ISBN
9781351166584
This book is devoted to the mathematical methods of metamodeling that can be used to speed up the valuation of large portfolios of variable annuities. It is suitable for advanced undergraduate students, graduate students, and practitioners. It is the goal of this book to describe the computational problems and present the metamodeling approaches in a way that can be accessible to advanced undergraduate students and practitioners. To that end, the book will not only describe the theory of these mathematical approaches, but also present the implementations.