Monte Carlo Methods in Financial Engineering (Paperback) (ISBN-13: 9781441918222)

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
ISBN-10: 1441918221
ISBN-13: 9781441918222
Publisher: Springer
Language: English
Published: 11/19/2010
Pages: 596
Format: Paperback
Weight: 1.86lbs
Size: 9.21h x 6.14w x 1.24d