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