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

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