Aichi Institute of Technology Library

Monte Carlo methods in financial engineering

Paul Glasserman. -- Springer, 2004. -- (Applications of mathematics ; 53). <BB00105413>
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Bibliography Details

title and statement of responsibility area Monte Carlo methods in financial engineering / Paul Glasserman
publication,distribution,etc.,area New York ; Tokyo : Springer , c2004
physical description area xiii, 596 p. : ill. ; 25 cm
Volume Information
ISBN 0387004513
parent bibliography link Applications of mathematics <BB00155158> 53//a
note Includes bibliographical references (p. [569]-586) and index
NCID BA63791221
text language code English
author link *Glasserman, Paul, 1962- <AU00049136>
classification LCC:HG176.7
classification DC21:658.15/5/01519282
subject headings Financial engineering
subject headings Derivative securities
subject headings Monte Carlo method