Glasserman, Paul
Libros de: Glasserman, Paul
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Monte Carlo Methods In Financial Engineering
Glasserman, Paul
Springer Verlag (2003)
- EAN: 9780387004518
- Páginas: 600
- Fecha de edición: 2003
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Introducing Monte Carlo methods in finance, this volume develops the theory closely tied to problems arising in applications in industry, including examples and exercises. Monte Carlo Methods are among the most powerful tools for valuing ...