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Monte Carlo Methods in Financial Engineering - Stochastic Modelling and Applied Probability Paul Glasserman 2003 edition
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Monte Carlo Methods in Financial Engineering - Stochastic Modelling and Applied Probability
Paul Glasserman
These applications have, in turn, stimulated research into new Monte Carlo methods and renewed interest in some older techniques. This book develops the use of Monte Carlo methods in finance and it also uses simulation as a vehicle for presenting models and ideas from financial engineering.
609 pages, 4 black & white illustrations, 49 black & white tables, biography
| Mediji | Grāmatas Hardcover Book (Grāmata ar cieto muguriņu un vāku) |
| Izlaists | 2003. gada 7. augusts |
| ISBN13 | 9780387004518 |
| Izdevēji | Springer-Verlag New York Inc. |
| Lapas | 596 |
| Izmēri | 164 × 244 × 36 mm · 1,06 kg |
| Valoda | Angļu |
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