Monte Carlo methods in financial engineering
Paul Glasserman
| Year of publication: |
2004
|
|---|---|
| Authors: | Glasserman, Paul |
| Publisher: |
New York, NY : Springer |
| Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Risikomanagement | Risk management | Financial Engineering | Financial engineering | Theorie | Theory |
| Description of contents: | Table of Contents [swbplus.bsz-bw.de] ; Description [bvbr.bib-bvb.de] ; Description [swbplus.bsz-bw.de] ; Description [swbplus.bsz-bw.de] ; Description [swbplus.bsz-bw.de] ; Description [zbmath.org] ; Description [loc.gov] |
| Extent: | XIII, 596 S. graph. Darst. |
|---|---|
| Series: | Applications of mathematics : stochastic modelling and applied probability. - Berlin : Springer, ISSN 0172-4568, ZDB-ID 194756-4. - Vol. 53 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Lehrbuch ; Bibliografie enthalten ; Bibliography included ; Textbook |
| Language: | English |
| Notes: | Literaturverz. S. [569] - 586 |
| ISBN: | 0-387-00451-3 ; 978-0-387-00451-8 ; 0-387-00451-3 ; 978-0-387-00451-3 |
| Classification: | Mathematische Statistik ; Numerische Mathematik ; Wahrscheinlichkeitsrechnung ; Methoden und Techniken der Betriebswirtschaft |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001763783