These applications have, in turn, stimulated research into new Monte Carlo methods and renewed interest in some older techniques.This book develops the use of Monte Carlo methods in finance and it also uses simulation as a vehicle for presenting models an
GLASSERMAN, PAUL
Monte Carlo Methods in Financial Engineering
These applications have, in turn, stimulated research into new Monte Carlo methods and renewed interest in some older techniques.This book develops the use of Monte Carlo methods in finance and it also uses simulation as a vehicle for presenting models an
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Poglej vseISBN
9781441918222Mladinska knjiga ID
9781441918222Leto izida
2010Datum izida
19.11.2010Število strani
596Status dobavljivosti
7-10 delovnih dniZbirka
Stochastic Modelling and Applied ProbabilityZaložnik
Springer-Verlag New York Inc.Avtor
Glasserman, PaulDimenzije
234 x 157 x 33BIC
K,KCA,KNV,PBT,PBW,PBWLOpis
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."
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