Monte Carlo methods in financial engineering
Glasserman, Paul, 1962-
Monte Carlo methods in financial engineering [Book] / Paul Glasserman. - New York : Springer, c2004. - xiii, 596 p. : ill. ; 25 cm. - Applications of mathematics ; 53. .
0387004513
Financial engineering.
Derivative securities.
Monte Carlo method.
658.155
Monte Carlo methods in financial engineering [Book] / Paul Glasserman. - New York : Springer, c2004. - xiii, 596 p. : ill. ; 25 cm. - Applications of mathematics ; 53. .
0387004513
Financial engineering.
Derivative securities.
Monte Carlo method.
658.155