000			01189nam a2200301 a 4500
001			ebr10487429
003			CaPaEBR
006			m u
007			cr cn|||||||||
008			110823s2008 gw a sb 000 0 eng d
020			_z9783836666640
020			_z9783836616645 (e-book)
040			_aCaPaEBR _cCaPaEBR
035			_a(OCoLC)754714075
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/rucke/Doc?id=10487429 _zAn electronic book accessible through the World Wide Web; click to view
999			_c227940 _d227940