|
|
|
|
| LEADER |
01672cam a22003734a 4500 |
| 001 |
990000560200204151 |
| 005 |
20241030112725.0 |
| 008 |
030415s2004 nyua b 001 0 eng |
| 010 |
|
|
|a 2003050499
|
| 016 |
7 |
|
|a 966479319
|2 DE-101
|
| 020 |
|
|
|a 0387004513 (alk. paper)
|
| 020 |
|
|
|a 9780387004518 (alk. paper)
|
| 035 |
|
|
|a (OCoLC)000056020
|
| 035 |
|
|
|a (udesa)000056020USA01
|
| 035 |
|
|
|a (OCoLC)52127560
|
| 035 |
|
|
|a (OCoLC)990000560200204151
|
| 040 |
|
|
|a DLC
|b eng
|c DLC
|d C#P
|d OHX
|d IBS
|d BAKER
|d NLGGC
|d YDXCP
|d BTCTA
|d LVB
|d UQ1
|d OCLCG
|d UBA
|d IG#
|d STF
|d HEBIS
|d DEBBG
|d OCL
|d U@S
|
| 042 |
|
|
|a pcc
|
| 049 |
|
|
|a U@SA
|
| 050 |
0 |
0 |
|a HG176.7
|b .G57 2004
|
| 082 |
0 |
0 |
|a 658.15/5/01519282
|2 21
|
| 100 |
1 |
|
|a Glasserman, Paul,
|d 1962-
|
| 245 |
1 |
0 |
|a Monte Carlo methods in financial engineering /
|c Paul Glasserman.
|
| 260 |
|
|
|a New York :
|b Springer-Verlag,
|c c2004.
|
| 300 |
|
|
|a xiii, 596 p. :
|b ill. ;
|c 25 cm.
|
| 490 |
1 |
|
|a Applications of mathematics ;
|v 53
|
| 504 |
|
|
|a Includes bibliographical references (p. [569]-586) and index.
|
| 505 |
0 |
|
|a Foundations -- Generating random numbers and random variables -- Generating sample paths -- Variance reduction techniques -- Quasi-Monte Carlo -- Discretization methods -- Estimating sensitivities -- Pricing American options -- Applications in risk management.
|
| 650 |
|
0 |
|a Financial engineering.
|
| 650 |
|
0 |
|a Derivative securities.
|
| 650 |
|
0 |
|a Monte Carlo method.
|
| 830 |
|
0 |
|a Applications of mathematics ;
|v 53.
|
| 856 |
4 |
2 |
|3 Publisher description
|u http://www.loc.gov/catdir/enhancements/fy0813/2003050499-d.html
|
| 856 |
4 |
1 |
|3 Table of contents only
|u http://www.loc.gov/catdir/enhancements/fy0813/2003050499-t.html
|