Monte Carlo Methods in Financial Engineering
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Hardback by Paul Glasserman
Short Description:
From the reviews: "Paul Glasserman has written an astonishingly good book that bridges financial engineering and the Monte Carlo method.... Read more
Publisher: Springer-Verlag New York Inc.Publication Date: 07/08/2003
ISBN13: 9780387004518, 978-0387004518
ISBN10: 0387004513
Number of Pages: 596