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

An invaluable resource for quantitative analysts who need to run models that assist in option pricing and risk management. This concise, practical hands on guid

Developed from the author’s course on Monte Carlo simulation at Brown University, Monte Carlo Simulation with Applications to Finance provides a self-containe

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

Monte Carlo methods are among the most used and useful computational tools available today, providing efficient and practical algorithims to solve a wide range