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Item Details
Title:
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MONTE CARLO METHODS IN FINANCIAL ENGINEERING
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By: |
Paul Glasserman |
Format: |
Hardback |

List price:
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£69.99 |
Our price: |
£61.24 |
Discount: |
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You save:
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£8.75 |
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ISBN 10: |
0387004513 |
ISBN 13: |
9780387004518 |
Availability: |
Usually dispatched within 3-5 days.
Delivery
rates
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Stock: |
Currently 4 available |
Publisher: |
SPRINGER-VERLAG NEW YORK INC. |
Pub. date: |
7 August, 2003 |
Edition: |
2003 ed. |
Series: |
Stochastic Modelling and Applied Probability 53 |
Pages: |
596 |
Description: |
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." |
Synopsis: |
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 |
Illustrations: |
49 Tables, black and white; 4 Illustrations, black and white; XIII, 596 p. |
Publication: |
US |
Imprint: |
Springer-Verlag New York Inc. |
Returns: |
Returnable |
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