EAN: 9780387004518

MONTE CARLO METHODS IN FINANCIAL ENGINEERING - ...

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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