Monte Carlo Methods in Financial Engineering
| Author | : Paul Glasserman |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 603 |
| Release | : 2013-03-09 |
| ISBN-10 | : 9780387216171 |
| ISBN-13 | : 0387216170 |
| Rating | : 4/5 (170 Downloads) |
Book Synopsis Monte Carlo Methods in Financial Engineering by : Paul Glasserman
Download or read book Monte Carlo Methods in Financial Engineering written by Paul Glasserman and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 603 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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