Monte Carlo Methods in Financial Engineering

1st ed. Softcover of orig. ed. 2003

by Paul Glasserman

Book Details

Format Paperback / Softback

Book Series Stochastic Modelling and Applied Probability

ISBN-10 1441918221

ISBN-13 9781441918222

Edition 1st ed. Softcover of orig. ed. 2003

Publisher Springer-Verlag New York Inc.

Imprint Springer-Verlag New York Inc.

Country of Manufacture GB

Country of Publication GB

Publication Date Nov 19th, 2010

Print length 596 Pages

Weight 904 grams

Dimensions 23.40 x 15.70 x 3.30 cms

AI Summary

Ksh 9,000.00

Werezi Extended Catalogue Delivery in 14 days 1 copies in stock

Delivery Location

County

Location

Delivery fee: Select location

Delivery in 14 days

Secure

Quality

Fast

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.