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Monte Carlo Methods in Financial Engineering - Stochastic Modelling and Applied Probability 2003 edition
Paul Glasserman
Monte Carlo Methods in Financial Engineering - Stochastic Modelling and Applied Probability 2003 edition
Paul Glasserman
These applications have, in turn, stimulated research into new Monte Carlo methods and renewed interest in some older techniques. This book develops the use of Monte Carlo methods in finance and it also uses simulation as a vehicle for presenting models and ideas from financial engineering.
609 pages, 4 black & white illustrations, 49 black & white tables, biography
Media | Books Hardcover Book (Book with hard spine and cover) |
Released | August 7, 2003 |
ISBN13 | 9780387004518 |
Publishers | Springer-Verlag New York Inc. |
Pages | 596 |
Dimensions | 164 × 244 × 36 mm · 1.06 kg |
Language | English |
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