Monte Carlo Methods in Financial Engineering Stochastic Modelling and Applied Probability

By Paul Glasserman

Monotone Structure in Discrete-Event Systems

By Paul Glasserman, David D. Yao

Hedging with trees

By Paul Glasserman, Mark Nathan Broadie

Gradient estimation via perturbation analysis

By Paul Glasserman

xiv, 221 p. : 25 cm

Monte Carlo Methods in Financial Engineering

By Paul Glasserman

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 method...

Stochastic Networks

By David D. Yao, Karl Sigman, Paul Glasserman

Hedging With Trees Advances in Pricing and Risk Managing Derivatives

By

Portfolio Mathematics

By

Stochastic Networks Lecture Notes in Statistics

By

Two of the most exciting topics of current research in stochastic networks are the complementary subjects of stability and rare events. Both are classical topics that have experienced renewed inter...

Monte Carlo Methods in Financial Engineering

By Paul Glasserman