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
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