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Monte Carlo methods in financial engineering - Paul Glasserman

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Title
Monte Carlo methods in financial engineering
Author
Paul Glasserman
format
Hardback
Publisher
Springer
Language
English
UK Publication Date
20030807

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

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