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Monte Carlo Methods in Financial Engineering

De (autor): Paul Glasserman

review Goodreads
Monte Carlo Methods in Financial Engineering

Monte Carlo Methods in Financial Engineering

De (autor): Paul Glasserman

review Goodreads
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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PRP: 571.12 Lei

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514.01Lei

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571.12 Lei

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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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