Quasi-Monte Carlo methods in finance [electronic resource] : with application to optimal asset allocation / Mario Rometsch.
Material type: TextPublication details: Hamburg : Diplom.de, 2008Description: vii, 123 p. : ill. (some col.)ISBN: 9783836616645 (electronic bk.)Subject(s): Monte Carlo method -- Finance | Asset allocationGenre/Form: Electronic books.LOC classification: QA298 | .R66 2008Online resources: Click to ViewNo physical items for this record
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Includes bibliographical references.
Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
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