000 00861nam#a2200205ua#4500
008 030415s2004 nyua b 001 0 eng
020 _a0387004513 (alk. paper
082 _a658.155 015
_bG464M
100 _aGlasserman, Paul
_d1962
_98232
245 _aMonte Carlo methods in financial engineering
_cPaul Glasserman.
260 _aNew York
_bSpringer
_cc2004.
300 _axiii, 596 p.
_bill.
_c25 cm.
440 _aApplications of mathematics
_v53
_98233
504 _aIncludes bibliographical references (p. [569]-586) and index.
650 _aFinancial engineering.
_98234
650 _aDerivative securities.
_98235
650 _aMonte Carlo method.
_98236
856 4 2 _3Publisher description
_uhttp://www.loc.gov/catdir/enhancements/fy0813/2003050499-d.html
856 4 1 _3Table of contents only
_uhttp://www.loc.gov/catdir/enhancements/fy0813/2003050499-t.html
999 _c9266
_d9266