Glasserman, Paul, 1962- Monte Carlo methods in financial engineering / Paul Glasserman. - New York : Springer, c2004. - xiii, 596 p. : ill. ; 25 cm. - Applications of mathematics ; 53 . Includes bibliographical references (p. [569]-586) and index. ISBN: 9781441918222 (pbk) €54.95 0387004513 (alk. paper) LCCN: 2003050499 Subjects--Topical Terms: Financial engineering.Derivative securities.Monte Carlo method. Dewey Class. No.: 332.64501519282 , A6/5 The Aryas Book Centre