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
Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability, 53)
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Book Details
Author(s)Glasserman, Paul
PublisherSpringer
ISBN / ASIN0387004513
ISBN-139780387004518
AvailabilityOnly 10 left in stock - order soon.
Sales Rank23
CategoryBusiness & Economics
MarketplaceUnited States 🇺🇸
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