Monte Carlo Methods in Financial Engineering

This book is devoted to the use of Monte Carlo methods in finance and is the first of its kind in this area. It will serve as a reference for practitioners and researchers and will also be suitable as a graduate text for courses on computational finance.

Author: Paul Glasserman
Publisher: Springer
Published: 11/19/2010
Pages: 596
Binding Type: Paperback
Weight: 1.86lbs
Size: 9.21h x 6.14w x 1.24d
ISBN: 9781441918222

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