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.

9781441918222 (pbk) €54.95 0387004513 (alk. paper)

2003050499


Financial engineering.
Derivative securities.
Monte Carlo method.

332.64501519282 , A6/5 The Aryas Book Centre