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

Format Häftad Omfång 596 sidor Språk Engelska Förlag Springer-Verlag New York Inc. Utgivningsdatum 2010-11-19 ISBN 9781441918222