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University of Michigan - Ann Arbor North Campus - FALL 2010 | ||
Section 001 | ||
 | Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability) (v. 53) by Paul Glasserman Hardcover, 596 Pages, Published 2003 ISBN-10: 0-387-00451-3 / 0387004513 ISBN-13: 978-0-387-00451-8 / 9780387004518 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 f | |