Monte Carlo Methods in Financial Engineering

by Paul Glasserman

Book Overview

This book is devoted to the use of Monte Carlo methods in finance and is the first of its kind in this area. It will serve as a reference for practitioners and researchers and will also be suitable as a graduate text for courses on computational finance.

• Format: Paperback
• Language: English
• ISBN: 1441918221
• ISBN13: 9781441918222
• Release Date: November 2010
• Publisher: Springer
• Length: 596 Pages
• Weight: 2.30 lbs.
• Dimensions: 1.2" x 6.1" x 9.2"