Monte Carlo methods in financial engineering
Glasserman, Paul 1962
Monte Carlo methods in financial engineering Paul Glasserman. - New York Springer c2004. - xiii, 596 p. ill. 25 cm. - Applications of mathematics 53 .
Includes bibliographical references (p. [569]-586) and index.
0387004513 (alk. paper
Financial engineering.
Derivative securities.
Monte Carlo method.
658.155 015 / G464M
Monte Carlo methods in financial engineering Paul Glasserman. - New York Springer c2004. - xiii, 596 p. ill. 25 cm. - Applications of mathematics 53 .
Includes bibliographical references (p. [569]-586) and index.
0387004513 (alk. paper
Financial engineering.
Derivative securities.
Monte Carlo method.
658.155 015 / G464M