Monte Carlo methods in financial engineering

Autori

• Paul Glasserman

Parametri

• 609 pagine
• 22 ore di lettura

• Economia
• Economia e affari
• Finanza
• Manuali e guide
• Matematica

Maggiori informazioni sul libro

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

Lingua: Inglese

Pubblicato: 2004