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Amazon.co.uk - Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability): Volume 53
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Product Name: Monte Carlo Methods in Financial Engineering
Manufacturer: Paul Glasserman
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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 most of all, practicing financial engineers [...] So often, financial engineering texts are very theoretical.This book is not." --Glyn Holton, Contingency Analysis
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