Glasserman, Paul,  1962- <br/><br/>
Monte Carlo methods in financial engineering / 
Paul Glasserman. 
 - New York :  Springer,  c2004. 
 - xiii, 596 p. :  ill. ;  25 cm. 
 - Applications of mathematics ;  53.  .
 - Applications of mathematics .
<br/><br/>Includes bibliographical references (p. [569]-586) and index. 
<br/><br/><label>ISBN: </label>9780387004518 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Derivative securities.<br/>Financial engineering.<br/>Monte Carlo method.
<br/><br/><label>LC Class. No.: </label>HG176.7  / .G57 2004