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Monte Carlo Methods in Financial Engineering: v. 53

by Paul Glasserman

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Publisher Springer Nature
Language English
Book type Hardcover
Utgiven 2003-08-07
Pages 609
ISBN 9780387004518
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From the reviews: "Paul Glasserman has written an astonishingly good book that bridges financial engineering and the Monte Carlo method. The book will appeal to graduate students, researchers, and most of all, practicing financial engineers [...] So often, financial engineering texts are very theoretical. This book is not." --Glyn Holton, Contingency Analysis (Bookdata)
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