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 Inbunden Omfång 596 sidor Språk Engelska Förlag Springer-Verlag New York Inc. Utgivningsdatum 2003-08-07 ISBN 9780387004518