Pricing the Risk-Transfer financial Instruments via Monte Carlo Methods
نویسندگان
چکیده
منابع مشابه
Pricing the risk–transfer financial instruments via Monte Carlo methods
Interim Reports on work of the International Institute for Applied Systems Analysis receive only limited review. Views or opinions expressed herein do not necessarily represent those of the Institute, its National Member Organizations, or other organizations supporting the work. Abstract The paper is devoted to nding the present value of catastrophe bonds using a combination of Monte Carlo and ...
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ژورنال
عنوان ژورنال: Systems Analysis Modelling Simulation
سال: 2003
ISSN: 0232-9298
DOI: 10.1080/0232929031000150382