Monte Carlo Methods In Financial Engineering Av Paul Glasserman

Monte Carlo Methods In Financial Engineering Av Paul Glasserman

These applications have, in turn, stimulated research into new Monte Carlo methods and renewed interest in some older techniques.This book develops the use of Monte Carlo methods in finance and it also uses simulation as a vehicle for presenting models and ideas from financial engineering....
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Produktinformasjon

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."

Spesifikasjon

Produkt
ProduktnavnGlasserman Paul Monte Carlo Methods in Financial Engineering
MerkeSpringer-Verlag New York Inc.
book typØkonomi og ledelse

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