Text ( visual ) : unmediated Monte Carlo methods in financial engineering / Paul Glasserman. -- New York ; Tokyo : Springer , c2004. -- xiii, 596 p. : ill. ; 25 cm. -- (Applications of mathematics ; 53). -- Includes bibliographical references (p. [569]-586) and index. -- ISBN 0387004513 ; (BA63791221) ; https://ci.nii.ac.jp/ncid/BA63791221 Author Heading(s): Glasserman, Paul. -- Classification(s): LCC : HG176.7 ; DC21 : 658.15/5/01519282. -- Subject Heading(s): LCSH : Financial engineering ; LCSH : Derivative securities ; LCSH : Monte Carlo method