Information previously available only in journal articles and research papers has been brought together in this outstanding text. Uses the unifying theme of monotone structure to transcend the two-per
From the reviews: "Paul Glasserman has written an astonishingly good book that bridges financial engineering and the Monte Carlo method. The book will appeal to graduate students, researchers, and mos
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. It divides roughly into three parts.
