Name: Monte Carlo Methods in Financial Engineering (2003)
Brand: Springer
SKU: 9780387004518
Price: 89.99 USD
Availability: InStock

Monte Carlo Methods in Financial Engineering (2003)

By Paul Glasserman

Hardcover – Illustrated

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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.