Monte Carlo methods in financial engineering
Glasserman, Paul
Monte Carlo methods in financial engineering by Paul Glasserman. - New York : Springer, ©2004. - xiii, 596 p. : ill. ; 25 cm. - Applications of mathematics vol. 53 .
Includes bibliographical references (p. [569]-586) and index.
0387004513 9780387004518
2003050499
Financial engineering.
Derivative securities.
Monte Carlo method.
HG176.7 / .G57 2004
658.15 / GLA-P
Monte Carlo methods in financial engineering by Paul Glasserman. - New York : Springer, ©2004. - xiii, 596 p. : ill. ; 25 cm. - Applications of mathematics vol. 53 .
Includes bibliographical references (p. [569]-586) and index.
0387004513 9780387004518
2003050499
Financial engineering.
Derivative securities.
Monte Carlo method.
HG176.7 / .G57 2004
658.15 / GLA-P