Monte Carlo Methods in Financial Engineering (Hardback)
Hardcover 596 pages English August 07, 2003
Millions of titlesEvery book you're looking for
Carbon-neutral shippingFree on orders over $39.99
Fast shipping worldwideDelivered to your door
This book is devoted to the use of Monte Carlo methods in finance and is the first of its kind in this area. It will serve as a reference for practitioners and researchers and will also be suitable as a graduate text for courses on computational finance.
- Author:
- Paul Glasserman
- Publisher:
- Springer
- Publication Date:
- August 07, 2003
- Number of pages:
- 596 pages
- Language:
- English
- Binding:
- Hardcover
- ISBN-10:
- 0387004513
- ISBN-13:
- 9780387004518