Monte Carlo methods in financial engineering

Monte Carlo Methods are among the most broadly applicable and thus most powerful tools for valuing derivative securities and measuring their risks. As computer speeds continue to increase and new research expands the scope and efficiency of these methods, their use is destined to grow. This book is...

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Auteur principal : Glasserman Paul (Auteur)
Format : Livre
Langue : anglais
Titre complet : Monte Carlo methods in financial engineering / Paul Glasserman
Publié : New York : Springer , copyright 2003
Description matérielle : 1 vol. (XIII-596 p.)
Collection : Applications of mathematics ; 53
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