Glasserman, Paul,  1962- <br/><br/>
Monte Carlo methods in financial engineering / 
Paul Glasserman. 
 - xiii, 596 pages :  illustrations ;  25 cm. 
 - Applications of mathematics ;  53 .
 - Applications of mathematics ;  53. .
<br/><br/>Includes bibliographical references (pages [569]-586) and index. 
<br/><br/><label>ISBN: </label>9780387004518 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Financial engineering.<br/>Derivative securities.<br/>Monte Carlo method.
<br/><br/><label>Dewey Class. No.: </label>658.15501519282  / GLA 2003