Cover Image

Monte Carlo methods in financial engineering /

Show other versions (1)
Bibliographic Details
Main Author: Glasserman, Paul, 1962-
Format: Book
Language:English
Published: New York : Springer, [2003]
Series:Applications of mathematics ; 53.
Subjects:
Financial engineering.
Derivative securities.
Monte Carlo method.
Financial Engineering.
Monte-Carlo-Simulation.
Description
Physical Description:xiii, 596 pages : illustrations ; 25 cm.
Bibliography:Includes bibliographical references (pages [569]-586) and index.
ISBN:0387004513 (alk. paper)
9780387004518 (alk. paper)
1441918221
9781441918222