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Monte Carlo methods in financial engineering

Paul Glasserman. -- Springer, 2003. -- (Applications of mathematics ; 53). <BB00025888>
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Monte Carlo methods in financial engineering

Paul Glasserman. -- Springer, 2003. -- (Applications of mathematics ; 53). <BB00025888>
Tag:
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Review Details
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HoldingsList 1-1 of about 1

No. Volumes Library Location Call No Material ID Status Due Date Reservation
0001 Main Lib. Stack 5F
 		338.01/GL 0312003226000 通常 0items
No. 0001
Volumes
Library Main Lib.
Location Stack 5F
Call No 338.01/GL
Material ID 0312003226000
Status 通常
Due Date
Reservation 0items
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Bibliography Details

title and statement of responsibility area Monte Carlo methods in financial engineering / Paul Glasserman
publication,distribution,etc.,area New York ; Tokyo : Springer , c2004
physical description area xiii, 596 p. : ill. ; 25 cm
Volume Information
ISBN 0387004513
parent bibliography link Applications of mathematics <BB00457798> 53//a
note Includes bibliographical references and index
NCID BA63791221
text language code English
author link Glasserman, Paul, 1962- <AU00020769>
classification LCC:HG176.7
classification DC21:658.15/5/01519282
subject headings Financial engineering
subject headings Derivative securities
subject headings Monte Carlo method
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