Monte Carlo Methods in Financial Engineering
Monte Carlo Methods in Financial Engineering
From the reviews: "Paul Glasserman has written an astonishingly good book that bridges financial engineering and the Monte Carlo method. The book will appeal to graduate students, researchers, and most of all, practicing financial engineers [...] So often, financial engineering texts are very theoretical. This book is not." --Glyn Holton, Contingency Analysis
- Format: Hardback | 596 pages
- Dimensions: 155 x 235 x 43.94mm | 1,160g
- Publication date: 10 Oct 2003
- Publisher: Springer-Verlag New York Inc.
- Publication City/Country: New York, NY, United States
- Language: English
- Edition Statement: 2003 ed.
- Illustrations note: 49 Tables, black and white; 4 Illustrations, black and white; XIII, 596 p. 4 illus.
- ISBN10: 0387004513
- ISBN13: 9780387004518
- Bestsellers rank: 319,974
