All listings for this product
Consider these sponsored items
About this product
- DescriptionMonte Carlo simulation is an important tool in the pricing of derivative securities and in risk management. This book develops the use of Monte Carlo methods in finance. It uses simulation as a vehicle for presenting models and ideas from financial engineering. It addresses estimating price sensitivities and valuing American options.
- Author(s)Paul Glasserman
- PublisherSpringer-Verlag New York Inc.
- Date of Publication07/08/2003
- Series TitleStochastic Modelling and Applied Probability
- Series Part/Volume Numberv. 53
- Place of PublicationNew York, NY
- Country of PublicationUnited States
- ImprintSpringer-Verlag New York Inc.
- Content Note4 black & white illustrations, 49 black & white tables, biography
- Weight1034 g
- Width156 mm
- Height234 mm
- Spine33 mm
- Format DetailsLaminated cover
Best-selling in Business, Economics & Industry
Save on Business, Economics & Industry
- £19.99Trending at £28.14
- £13.11Trending at £17.02
- £12.19Trending at £15.03
- £5.78Trending at £7.99
- £34.00Trending at £40.72
- £15.49Trending at £24.12
- £7.58Trending at £8.01
This item doesn't belong on this page.
Thanks, we'll look into this.