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. . ISBN: 0387004513 Subjects--Topical Terms: Financial engineering.Derivative securities.Monte Carlo method. Dewey Class. No.: 658.155