Monte Carlo methods in financial engineering

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...

Full description

Saved in:
Bibliographic Details
Main Author : Glasserman Paul (Auteur)
Format : Book
Language : anglais
Title statement : Monte Carlo methods in financial engineering / Paul Glasserman
Published : New York : Springer , copyright 2003
Physical Description : 1 vol. (XIII-596 p.)
Series : Applications of mathematics ; 53
Subjects :
Ingénierie financière
Monte-Carlo, Méthode de

Bib. Centrale Nantes

Holdings details from Bib. Centrale Nantes
Location Call Number Loan type Status
Bibliothèque 519.2 GLA Empruntable Available
biblio