Monte Carlo Methods in Financial Engineering
Paul Glasserman
Springer-Verlag New York Inc., 2003
100,75 €On orderDelivery: 2-3 weeks
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.
- ISBN-13
- 9780387004518
- ISBN-10
- 0387004513
- Publisher
- Springer-Verlag New York Inc.
- Year
- 2003
- Publication date
- 2003-08-07
- Pages
- 596
- Dimensions
- 244x164x36
- Weight
- 1062