Monte Carlo methods in financial engineering /
Glasserman, Paul, 1962-
Monte Carlo methods in financial engineering / Paul Glasserman - New York : Springer, 2004 - xiii, 596 p. : ill. ; 25 cm. - Applications of mathematics ; 53 .
Includes bibliographical references (p. [569]-586) and index
0387004513 (alk. paper) RM349.75
Financial engineering
Derivative securities
Monte Carlo method
Monte Carlo methods in financial engineering / Paul Glasserman - New York : Springer, 2004 - xiii, 596 p. : ill. ; 25 cm. - Applications of mathematics ; 53 .
Includes bibliographical references (p. [569]-586) and index
0387004513 (alk. paper) RM349.75
Financial engineering
Derivative securities
Monte Carlo method
