Monte Carlo methods in financial engineering
Glasserman, Paul 1962-
Monte Carlo methods in financial engineering - New York Springer 2004 - xiii,596p. ill. ; 25 cm. - Applications of mathematics ; 53 .
Includes bibliographical references (p. [569]-586) and index.
9781441918222
2003050499
Financial engineering.
Derivative securities.
Monte Carlo method.
HG176.7 / .G57 2004
518.282 / GL-M
Monte Carlo methods in financial engineering - New York Springer 2004 - xiii,596p. ill. ; 25 cm. - Applications of mathematics ; 53 .
Includes bibliographical references (p. [569]-586) and index.
9781441918222
2003050499
Financial engineering.
Derivative securities.
Monte Carlo method.
HG176.7 / .G57 2004
518.282 / GL-M