Quasi-Monte Carlo methods in finance
Rometsch, Mario.
Quasi-Monte Carlo methods in finance with application to optimal asset allocation / [electronic resource] : Mario Rometsch. - Hamburg : Diplom.de, 2008. - vii, 123 p. : ill. (some col.)
Title from cover.
Includes bibliographical references.
Electronic reproduction.
Palo Alto, Calif. :
ebrary,
2011.
Available via World Wide Web.
Access may be limited to ebrary affiliated libraries.
Monte Carlo method--Finance.
Asset allocation.
Electronic books.
QA298 / .R66 2008eb
Quasi-Monte Carlo methods in finance with application to optimal asset allocation / [electronic resource] : Mario Rometsch. - Hamburg : Diplom.de, 2008. - vii, 123 p. : ill. (some col.)
Title from cover.
Includes bibliographical references.
Electronic reproduction.
Palo Alto, Calif. :
ebrary,
2011.
Available via World Wide Web.
Access may be limited to ebrary affiliated libraries.
Monte Carlo method--Finance.
Asset allocation.
Electronic books.
QA298 / .R66 2008eb