Product Information
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 AnalysisProduct Identifiers
PublisherSpringer-Verlag New York Inc.
ISBN-139781441918222
eBay Product ID (ePID)97674946
Product Key Features
Number of Pages596 Pages
Publication NameMonte Carlo Methods in Financial Engineering
LanguageEnglish
SubjectEconomics, Accounting, Finance, Mathematics
Publication Year2010
TypeTextbook
AuthorPaul Glasserman
SeriesStochastic Modelling and Applied Probability
Dimensions
Item Height235 mm
Item Weight926 g
Additional Product Features
Country/Region of ManufactureUnited States
Title_AuthorPaul Glasserman