Monte Carlo methods in financial engineering / Paul Glasserman.
By: Glasserman, Paul.
Material type: BookSeries: Applications of mathematics ; 53. Publisher: New York : Springer, c2004Description: xiii, 596 p. : ill. ; 25 cm.ISBN: 9781441918222 (pbk); 0387004513 (alk. paper).Subject(s): Financial engineering | Derivative securities | Monte Carlo methodDDC classification: 332.64501519282 Online resources: Publisher description | Table of contents onlyItem type | Current location | Call number | Copy number | Status | Date due |
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Monograph | Indian Institute of Management Udaipur A6/5 | 332.64501519282 (Browse shelf) | 1 | Available |
Includes bibliographical references (p. [569]-586) and index.
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