Monte Carlo methods in financial engineering

Author(s)

• Glasserman, Paul

Bibliographic Information

Monte Carlo methods in financial engineering

Paul Glasserman

（Applications of mathematics, 53）

Springer, c2004

Note

Includes bibliographical references (p. [569]-586) and index

Details

• NCID: BA63791221
• ISBN:
  • 0387004513
• LCCN: 2003050499
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: New York ; Tokyo
• Pages/Volumes: xiii, 596 p.
• Size: 25 cm
• Classification:
  • LCC : HG176.7
  • DC21 : 658.15/5/01519282
• Subject Headings:
  • LCSH : Financial engineering
  • LCSH : Derivative securities
  • LCSH : Monte Carlo method
• Parent Bibliography ID:
  • BA00256802