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Monte Carlo methods in financial engineering / Paul Glasserman.

By: Glasserman, Paul, 1962- [author.].
Series: Applications of mathematics: 53.Publisher: New York : Springer Science + Business Media, Inc., [2003]Copyright date: ©2003Description: xiii, 596 pages : illustrations ; 25 cm.Content type: text Media type: unmediated Carrier type: volumeISBN: 9780387004518.Subject(s): Financial engineering | Derivative securities | Monte Carlo methodDDC classification: 658.15501519282
Item type Current location Call number Copy number Status Notes Date due Barcode Course reserves
Reserve Collection Taylor's Library-TU
658.15501519282 GLA 2003 (Browse shelf) 1 Available TBSxx,24003,03,RM|TBSxx,24004,03,RM 5000164184

Simulation and Credibility Theory

Main Collection Taylor's Library-TU
658.15501519282 GLA 2003 (Browse shelf) 1 Available TBSxx,24003,03,RM|TBSxx,24004,03,RM 5000169625
Reserve Collection Taylor's Library-TU
658.15501519282 GLA 2003 (Browse shelf) 1 Available TBSxx,24003,03,RM|TBSxx,24004,03,RM 5000169616

Simulation and Credibility Theory


Includes bibliographical references (pages [569]-586) and index.