LIBROS DEL AUTOR: paul glasserman

2 resultados para LIBROS DEL AUTOR: paul glasserman

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  • Monte Carlo Methods in Financial Engineering
    Paul Glasserman
    Monte Carlo simulation has become an essential tool in the pricing of derivative securities and in risk management. 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 f...
    Disponible

    46,31 €

  • Monte Carlo Methods in Financial Engineering
    Paul Glasserman
    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 ...
    Disponible

    77,05 €