Monte Carlo methods in financial engineering

Auteurs

• Paul Glasserman

Paramètres

• 609 pages
• 22 heures de lecture

• Affaires et économie
• Économie
• Finance
• Manuels et guides
• Mathématiques

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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

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• Année de publication: 2004