Monte carlo methods in financial engineering
Auteur :
Glasserman, Paul
Éditeur :
Springer-Verlag New York Inc.
ISBN :
9780387004518
Date de publication :
7 août 2003
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
USA
These applications have, in turn, stimulated research into new Monte Carlo methods and renewed interest in some older techniques.This book develops the use of Monte Carlo methods in finance and it also uses simulation as a vehicle for presenting models and ideas from financial engineering.