Monte Carlo Methods in Financial Engineering

2003 ed.

by Paul Glasserman

Book Details

Format Hardback or Cased Book

Book Series Stochastic Modelling and Applied Probability

ISBN-10 0387004513

ISBN-13 9780387004518

Edition 2003 ed.

Publisher Springer-Verlag New York Inc.

Imprint Springer-Verlag New York Inc.

Country of Manufacture GB

Country of Publication GB

Publication Date Aug 7th, 2003

Print length 596 Pages

Weight 1,062 grams

Dimensions 24.40 x 16.40 x 3.60 cms

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These applications have, in turn, stimulated research into new Monte Carlo methods and renewed interest in some older techniques.This book develops the use of Monte Carlo methods in finance and it also uses simulation as a vehicle for presenting models and ideas from financial engineering.

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

Get Monte Carlo Methods in Financial Engineering by at the best price and quality guaranteed only at Werezi Africa's largest book ecommerce store. The book was published by Springer-Verlag New York Inc. and it has pages.