Monte Carlo Methods in Financial Engineering

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Paperback / softback 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

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Publisher: Springer-Verlag New York Inc.
Publication Date: 19/11/2010
ISBN13: 9781441918222, 978-1441918222
ISBN10: 1441918221

Number of Pages: 596

Non Fiction , Mathematics & Science , Education