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Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability)
Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability)
Author: Paul Glasserman
Manufacturer: Springer
ListPrice: $69.95
Offer: $55.96
Efficient Monte Carlo methods for value-at-risk (Research report / International Business Machines Corporation. Research Division)
Author:
Paul Glasserman
Manufacturer: IBM T.J. Watson Research Center
Importance sampling in the Heath-Jarrow-Morton framework (Research report RC. International Business Machines Corporation. Research Division)
Author:
Paul Glasserman
Manufacturer: IBM T.J. Watson Research Center
Stratification issues in estimating value-at-risk (Research report / International Business Machines Corporation. Research Division)
Author:
Paul Glasserman
Manufacturer: IBM T.J. Watson Research Center
Importance sampling and stratification for value-at-risk (Research report RC. International Business Machines Corporation. Research Division)
Author:
Paul Glasserman
Manufacturer: IBM T.J. Watson Research Center
Gaussian importance sampling & stratification: Computational issues (Research report RC. International Business Machines Corporation. Research Division)
Author:
Paul Glasserman
Manufacturer: IBM T.J. Watson Research Center
Gradient Estimation Via Perturbation Analysis (The Springer International Series in Engineering and Computer Science)
Gradient Estimation Via Perturbation Analysis (The Springer International Series in Engineering and Computer Science)
Author: Paul Glasserman
Manufacturer: Springer
ListPrice: $209.00
Offer: $209.00
Asymptotically optimal importance sampling and stratification for pricing path-dependent options (Research report RC. International Business Machines Corporation. Research Division)
Author:
Paul Glasserman
Manufacturer: IBM T.J. Watson Research Center
Monotone Structure in Discrete-Event Systems (Wiley Series in Probability and Statistics)
Monotone Structure in Discrete-Event Systems (Wiley Series in Probability and Statistics)
Author: Paul Glasserman
Manufacturer: Wiley-Interscience
ListPrice: $157.95
Offer: $157.95
Hedging With Trees Advances in Pricing and Risk Managing Derivatives
Hedging With Trees Advances in Pricing and Risk Managing Derivatives
Manufacturer: Risk Books
ListPrice: $179.00
Offer: $179.00
Variance reduction techniques for estimating value-at-risk (Research report RC. International Business Machines Corporation. Research Division)
Author:
Paul Glasserman
Manufacturer: IBM T.J. Watson Research Center
Stochastic Networks (Lecture Notes in Statistics)
Stochastic Networks (Lecture Notes in Statistics)
Manufacturer: Springer
ListPrice: $84.95
Offer: $84.95
Arbitrage-free discretization of lognormal forward libor and swap rate models (PaineWebber working paper series in money, economics and finance)
Author:
Paul Glasserman
Manufacturer: Columbia Business School, Columbia University


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