Metamodeling for Variable Annuities
ebook ∣ Chapman and Hall/CRC Financial Mathematics Series
By Guojun Gan
Sign up to save your library
With an OverDrive account, you can save your favorite libraries for at-a-glance information about availability. Find out more about OverDrive accounts.
Find this title in Libby, the library reading app by OverDrive.

Search for a digital library with this title
Title found at these libraries:
Loading... |
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.