Metamodeling for variable annuities /
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 p...
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| Format: | eBook |
| Language: | English |
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[Place of publication not identified]
CRC Press,
2019.
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| Series: | Chapman & Hall/CRC financial mathematics series.
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| Online Access: | Connect to the full text of this electronic book |
| Summary: | 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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| Physical Description: | 1 online resource |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: | 9781351166607 1351166603 9781351166584 1351166581 9781000651010 1000651010 9781351166577 1351166573 |