ENGLISH

Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability) (v. 53)

By Paul Glasserman

Book information

Publisher
Springer
Year
2003
ISBN
0387004513, 9780387004518
Open Library ID
OL18205167M
Language
english
Format
PDF
Filesize
6 MB (6176011 bytes)
Edition
1
Pages
596\599
Topic
Economy
Time added
2011-06-04 13:46:07

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

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