Monte Carlo methods in finance

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TextSeries: Wiley finance seriesPublication details: Chichester John Wiley 2002Description: xvi,222p. 26 cm. + 1 computer optical disc (4 3/4 in.)cal diskISBN:

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Holdings
Item type	Home library	Collection	Call number	Status	Date due	Barcode
Print	OPJGU Sonepat- Campus Main Library	General Books	519.282 JA-M (Browse shelf(Opens below))	Available		118227

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Previous	519.24 JO-U Univariate discrete distributions	519.24 RI-T Theory of distributions a non-technical introduction	519.282 BE-L Levy processes	519.282 JA-M Monte Carlo methods in finance	519.282 SA-L Levy processes and infinitely divisible distributions	519.283 RO-D Diffusions, Markov processes, and martingales	519.283 RO-D V2 Diffusions, Markov processes, and martingales	Next

Includes bibliographical references (p. [213]-218) and index.

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