Monte Carlo methods in financial engineering
Paul Glasserman
| Year of publication: |
2003
|
|---|---|
| Authors: | Glasserman, Paul |
| Publisher: |
New York, NY : Springer |
| Subject: | Financial Engineering | Monte-Carlo-Simulation | Lehrbuch |
| Description of contents: | Table of Contents [digitool.hbz-nrw.de] ; Description [digitool.hbz-nrw.de] |
| Extent: | XIII, 596 S. : graph. Darst. |
|---|---|
| Series: | Applications of mathematics : stochastic modeling and applied probality ; stochastic mechanics, random media, signal processing and image synthesis, mathematical economics, stochastic optimization and finance stochastic control. - Berlin ; Heidelberg [u.a.] : Springer, ISSN 0172-4568. - Vol. 53 : Stochastic modelling and applied probability |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Teilw. als Printed-on-demand-Ausgabe mit neuerem Erscheinungsjahr |
| ISBN: | 978-0-387-00451-8 ; 0-387-00451-3 |
| Classification: | Methoden und Techniken der Betriebswirtschaft ; Mathematische Statistik ; Numerische Mathematik ; Wahrscheinlichkeitsrechnung |
| Source: |
Persistent link: https://www.econbiz.de/10004835643