Paul Glasserman – författare
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8 produkter
Monte Carlo Methods in Financial Engineering
Inbunden, 2003
875 kr
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Monte Carlo simulation has become an essential tool in the pricing of derivative securities and in risk management. These applications have, in turn, stimulated research into new Monte Carlo methods and renewed interest in some older techniques.This book develops the use of Monte Carlo methods in …
Monte Carlo Methods in Financial Engineering
E-bok, 2013
815 kr
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Monte Carlo simulation has become an essential tool in the pricing of derivative securities and in risk management. These applications have, in turn, stimulated research into new Monte Carlo methods and renewed interest in some older techniques. This book develops the use of Monte Carlo methods in …
Stochastic Networks
Av Paul Glasserman, Karl Sigman m. fl.
Häftad, 1996
1097 kr
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Two of the most exciting topics of current research in stochastic networks are the complementary subjects of stability and rare events - roughly, the former deals with the typical behavior of networks, and the latter with significant atypical behavior. Both are classical topics, of interest since …
Monotone Structure in Discrete-Event Systems
Av Paul Glasserman, David D. Yao m. fl.
Inbunden, 1994
2723 kr
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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-perspective approach to DES--one stressing logical/qualitative issues and the other …
Monte Carlo Methods in Financial Engineering
Häftad, 2010
628 kr
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Monte Carlo simulation has become an essential tool in the pricing of derivative securities and in risk management. These applications have, in turn, stimulated research into new Monte Carlo methods and renewed interest in some older techniques.This book develops the use of Monte Carlo methods in …
Stochastic Networks
Av David D. Yao, Karl Sigman m. fl.
E-bok, 2012
1459 kr
Lägg i varukorg
Two of the most exciting topics of current research in stochastic networks are the complementary subjects of stability and rare events - roughly, the former deals with the typical behavior of networks, and the latter with significant atypical behavior. Both are classical topics, of interest since …