Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability)

Description

From the reviews: "Paul Glasserman has written an astonishingly good book that bridges financial engineering and the Monte Carlo method. The book will appeal to graduate students, researchers, and most of all, practicing financial engineers [...] So often, financial engineering texts are very theoretical. This book is not." --Glyn Holton, Contingency Analysis

Product details

EAN/ISBN:: 9781441918222
Edition:: Softcover reprint of hardcover 1st ed. 2003
Medium:: Paperback
Number of pages:: 612
Publication date:: 2010-10-19
Publisher:: Springer

EAN/ISBN:: 9781441918222
Edition:: Softcover reprint of hardcover 1st ed. 2003
Medium:: Paperback
Number of pages:: 612
Publication date:: 2010-10-19
Publisher:: Springer

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