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Monte Carlo methods in financial engineering /

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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.
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by Glasserman, Paul
Published 2003
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