Rometsch, Mario. <br/><br/>
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.) 
<br/><br/> Title from cover. 
<br/><br/>Includes bibliographical references. 
<br/><br/><br/>Electronic reproduction. <br/>Palo Alto, Calif. : <br/>ebrary, <br/>2011. <br/>Available via World Wide Web. <br/>Access may be limited to ebrary affiliated libraries. 
<br/><br/><label>ISBN: </label>
<br/><br/><label>Subjects--Topical Terms: </label><br/>Monte Carlo method--Finance.<br/>Asset allocation.
<br/><br/><label>Index Terms--Genre/Form: </label><br/>Electronic books.
<br/><br/><label>LC Class. No.: </label>QA298  / .R66 2008eb