This book is devoted to the use of Monte Carlo methods in finance and is the first of its kind in this area. It will serve as a reference for practitioners and researchers and will also be suitable as a graduate text for courses on computational finance.
Details
Publish date | August 07, 2003 |
Publisher | Springer |
Format | Hardcover |
Pages | 596 |
ISBN | 9780387004518
0387004513 |