Monte Carlo Methods
Monte Carlo Methods1991
About this book
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
Details
- First published
- 1991
- OL Work ID
- OL25616615W
Subjects
Boundary value problemsMonte carlo method