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Metamodeling for Variable Annuities

eBook - Chapman and Hall/CRC Financial Mathematics Series

Erschienen am 05.07.2019, Auflage: 1/2019
CHF 80,00
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Bibliografische Daten
ISBN/EAN: 9781000651010
Sprache: Englisch
Umfang: 196 S.
E-Book
Format: EPUB
DRM: Adobe DRM

Beschreibung

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.

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