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Worcester Polytechnic Institute - WINTER 2011 | ||
Section 191 | ||
 | Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability) (Volume 53) (Reprint Edition) by Paul Glasserman Paperback, 596 Pages, Published 2010 ISBN-10: 1-4419-1822-1 / 1441918221 ISBN-13: 978-1-4419-1822-2 / 9781441918222 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 | |