Monte Carlo Methods in Financial Engineering /

Monte Carlo simulation has become an essential tool in the pricing of derivative securities and in risk management. These applications have, in turn, stimulated research into new Monte Carlo methods and renewed interest in some older techniques. This book develops the use of Monte Carlo methods in f...

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Bibliographic Details

Main Author:	Glasserman, Paul
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	New York, NY : Springer New York, 2003.
Series:	Stochastic modelling and applied probability ; 53.
Subjects:	Mathematics. Finance. Distribution (Probability theory) Mathematical statistics. Economics. Operations research. Electronic books.
Online Access:	Connect to the full text of this electronic book