Monte Carlo Methods in Financial Engineering
Paul Glasserman
609 pages, Hardcover
ISBN: 0387004513
ISBN13:
Language: English
Publish: 1060239600000
From the “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