000 01239nam a2200325 a 4500
001 0000137679
005 20171002061505.0
006 m u
007 cr cn|||||||||
008 110823s2008 gw a sb 000 0 eng d
020 _z9783836666640
020 _z9783836616645 (e-book)
035 _a(CaPaEBR)ebr10487429
035 _a(OCoLC)754714075
040 _aCaPaEBR
_cCaPaEBR
050 1 4 _aQA298
_b.R66 2008eb
100 1 _aRometsch, Mario.
245 1 0 _aQuasi-Monte Carlo methods in finance
_h[electronic resource] :
_bwith application to optimal asset allocation /
_cMario Rometsch.
260 _aHamburg :
_bDiplom.de,
_c2008.
300 _avii, 123 p. :
_bill. (some col.)
500 _aTitle from cover.
504 _aIncludes bibliographical references.
533 _aElectronic reproduction.
_bPalo Alto, Calif. :
_cebrary,
_d2011.
_nAvailable via World Wide Web.
_nAccess may be limited to ebrary affiliated libraries.
650 0 _aMonte Carlo method
_xFinance.
650 0 _aAsset allocation.
655 7 _aElectronic books.
_2local
710 2 _aebrary, Inc.
856 4 0 _uhttp://site.ebrary.com/lib/daystar/Doc?id=10487429
_zAn electronic book accessible through the World Wide Web; click to view
908 _a170314
942 0 0 _cEB
999 _c126828
_d126828