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Monte Carlo Methods in Financial Engineering|Paul Glasserman

Monte Carlo Methods in Financial Engineering

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Overview

This book is devoted to the use of Monte Carlo methods in finance and is the first of its kind in this area. It will serve as a reference for practitioners and researchers and will also be suitable as a graduate text for courses on computational finance.

This item is Non-Returnable

Details

  • ISBN-13: 9780387004518
  • ISBN-10: 0387004513
  • Publisher: Springer
  • Publish Date: August 2003
  • Dimensions: 9.58 x 6.4 x 1.73 inches
  • Shipping Weight: 2.19 pounds
  • Page Count: 596

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