num_pages: 609
description: From the "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
language: English
title: Monte Carlo Methods in Financial Engineering
titlecomplete: Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability, 53)
genres: Mathematics, Finance, Reference
ratings_count: 57
publisher: Springer