Monte carlo methods in financial engineering
Auteur :
Glasserman, Paul
Éditeur :
Springer-Verlag New York Inc.
ISBN :
9781441918222
Date de publication :
19 nov. 2010
Dimensions :
21,0 x 15,0 x 2,5 cm
Poids :
926 g
Format :
Trade paperback (US)
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.