00780cam a22002294a 4500001001900000003000900019005001700028008004100045020003000086040002800116050002300144100002900167245006900196260003400265300003500299490004000334504006600374650002700440650002700467650002400494830003200518CY-PaNEU10002790  CY-PaNEU20200628125606.0101013s2004    nyua     b    001 0 eng    a9780387004518qalk. paper  aDLCcDLCdDLCdCY-PaNEU00aHG176.7b.G57 20041 aGlasserman, Paul,d1962-10aMonte Carlo methods in financial engineering /cPaul Glasserman.  aNew York :bSpringer,cc2004.  axiii, 596 p. :bill. ;c25 cm.1 aApplications of mathematics ;v53.   aIncludes bibliographical references (p. [569]-586) and index. 0aDerivative securities. 0aFinancial engineering. 0aMonte Carlo method. 0aApplications of mathematics