From the reviews: "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
- ISBN13 9780387004518
- Publish Date 7 August 2003
- Publish Status Active
- Publish Country US
- Imprint Springer-Verlag New York Inc.
- Edition 2003 ed.
- Format Hardcover
- Pages 596
- Language English