Monte Carlo Methods in Financial Engineering

Monte Carlo Methods in Financial Engineering

Paperback2010596 pp. In stock
€58,49€62,49-6%
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About the book

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

AuthorPaul Glasserman
PublisherSpringer-Verlag New York Inc.
Published2010
LanguageEnglish
Pages596
FormatPaperback
ISBN9781441918222
Monte Carlo Methods in Financial Engineering
€58,49
1

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