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Monte Carlo Methods in Financial Engineering

Name: Monte Carlo Methods in Financial Engineering
Brand: Springer-Verlag New York Inc.
SKU: 1931077
Author: Paul Glasserman

Paul Glasserman

Springer-Verlag New York Inc.

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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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