Author: Glasserman, Paul

Price: $48.83

Category:Economics
Publication Date:2003-08-07T00:00:01Z
Pages:609
Binding:Hardcover
ISBN:10:0387004513
ISBN:13:9780387004518
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