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Monte Carlo Methods in Financial Engineering

Glasserman, Paul
119.00 SGD
会員価格
107.10
English

Product Description

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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

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These applications have, in turn, stimulated research into new Monte Carlo methods and renewed interest in some older techniques.This book develops the use of Monte Carlo methods in finance and it also uses simulation as a vehicle for presenting models and ideas from financial engineering.

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