Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability) (v. 53)
Paul Glasserman
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
种类:
年:
2003
出版:
1
出版社:
Springer
语言:
english
页:
596
ISBN 10:
0387004513
ISBN 13:
9780387004518
文件:
PDF, 5.89 MB
IPFS:
,
english, 2003