Monte Carlo methods in financial engineering.

Glasserman, Paul; 1962-

Monte Carlo methods in financial engineering. Edited by Glasserman,Paul; - New York : Springer, c2004. - xiii,596p; ill. ; 25cm. - Applications of mathematics ; 53 .

Includes; bibliographical references (p. [569]-586) and index.

0387004513 (alk. paper)

2003050499


Engineering.

HG176.7 / .G57 2004

657.833GLA 2004