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Monte Carlo methods in financial engineering

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From the reviews: "Paul Glasserman has written an astonishingly good book that bridges financial engineering and the Monte Carlo method. The book will appeal to graduate students, researchers, and most of all, practicing financial engineers [...] So often, financial engineering texts are very theoretical. This book is not." --Glyn Holton, Contingency Analysis

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Monte Carlo methods in financial engineering, Paul Glasserman

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Released
2004
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(Hardcover)
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4.4
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58 Ratings

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Language
English
Publisher
Springer
Released
2004
Format
Hardcover
Pages
609
ISBN10
0387004513
ISBN13
9780387004518
Series
Rating
4.4 out of 5
Description
From the reviews: "Paul Glasserman has written an astonishingly good book that bridges financial engineering and the Monte Carlo method. The book will appeal to graduate students, researchers, and most of all, practicing financial engineers [...] So often, financial engineering texts are very theoretical. This book is not." --Glyn Holton, Contingency Analysis