Books by Paul Glasserman

Paul Glasserman
Average rating 4.25 · 80 ratings · 3 reviews · shelved 401 times

Showing 16 distinct works.

	Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability, 53) by Paul Glasserman 4.30 avg rating — 69 ratings — published 2003 — 4 editions	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
	Stochastic Networks (Lecture Notes in Statistics, 117) by Paul Glasserman (Editor) 4.33 avg rating — 3 ratings — published 1996	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
	Monotone Structure in Discrete-Event Systems (Wiley Series in Probability and Statistics) by Paul Glasserman, David D. Yao really liked it 4.00 avg rating — 2 ratings — published 1994 — 2 editions	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
	Gradient Estimation Via Perturbation Analysis (The Springer International Series in Engineering and Computer Science, 116) by Paul Glasserman it was amazing 5.00 avg rating — 1 rating — published 1990 — 2 editions	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
	Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability) (v. 53) 2003 by Glasserman, Paul (2003) Hardcover by Paul Glasserman really liked it 4.00 avg rating — 1 rating — 9 editions	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
	Hedging With Trees Advances in Pricing and Risk Managing Derivatives by Mark Broadie (Editor), Paul Glasserman (Editor) really liked it 4.00 avg rating — 1 rating — published 1998	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
	Stochastic Networks by Paul Glasserman (editor) liked it 3.00 avg rating — 1 rating	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
	Monte Carlo Methods in Financial Engineering by Paul Glasserman liked it 3.00 avg rating — 1 rating	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
	Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability Book 53) by Paul Glasserman liked it 3.00 avg rating — 1 rating	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
	Asymptotically optimal importance sampling and stratification for pricing path-dependent options by Paul Glasserman 0.00 avg rating — 0 ratings	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
	Variance reduction techniques for estimating value-at-risk by Paul Glasserman 0.00 avg rating — 0 ratings	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
	Gradient Estimation for Regenerative Processes by Paul Glasserman 0.00 avg rating — 0 ratings	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
	Stochastic Networks (Lecture Notes in Statistics Book 117) by Paul Glasserman (editor), Karl Sigman (editor), David D. Yao (editor) 0.00 avg rating — 0 ratings	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
	Efficient Monte Carlo methods for value-at-risk by Paul Glasserman 0.00 avg rating — 0 ratings	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
	Gaussian importance sampling & stratification: Computational issues by Paul Glasserman 0.00 avg rating — 0 ratings	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
	Importance sampling in the Heath-Jarrow-Morton framework by Paul Glasserman 0.00 avg rating — 0 ratings	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars

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