Monte Carlo methods in financial engineering /
Glasserman, Paul
Monte Carlo methods in financial engineering / Paul Glasserman. - New York: Springer, 2003. - xiii,596p. ; 24cm. - Applications of Mathematics .
Includes bibliographical references.
0387004518
Financial engineering.
Derivative securities.
Monte Carlo method.
519.282 / GLA
Monte Carlo methods in financial engineering / Paul Glasserman. - New York: Springer, 2003. - xiii,596p. ; 24cm. - Applications of Mathematics .
Includes bibliographical references.
0387004518
Financial engineering.
Derivative securities.
Monte Carlo method.
519.282 / GLA