Pricing the Risk-Transfer financial Instruments via Monte Carlo Methods (Q4658600)
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scientific article; zbMATH DE number 2146914
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing the Risk-Transfer financial Instruments via Monte Carlo Methods |
scientific article; zbMATH DE number 2146914 |
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Pricing the Risk-Transfer financial Instruments via Monte Carlo Methods (English)
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18 March 2005
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catastrophe bond
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present value
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Monte Carlo method
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simulations
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stochastic equation
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pseudocode algorithm
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