Monte Carlo methods in financial engineering/

Glasserman, Paul 1962-

Monte Carlo methods in financial engineering/ Paul Glasserman. - New York: Springer, c2004. - xiii, 596 p.: ill.; 25 cm. - Applications of mathematics; 53 . - Applications of mathematics; 53. .

Includes bibliographical references (p. [569]-586) and index.

0387004513 (alk. paper) 9780387004518 (alk. paper)

2003050499

03,N13,1065 dnb


Financial engineering.
Derivative securities.
Monte Carlo method.

332 / G549m
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