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Monte Carlo Methods in Financial Engineering
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Monte Carlo Methods in Financial Engineering

4.41  ·  Rating Details ·  27 Ratings  ·  1 Review
Monte Carlo simulation has become an essential tool in the pricing of derivative securities and in risk management. These applications have, in turn, stimulated research into new Monte Carlo methods and renewed interest in some older techniques.

This book develops the use of Monte Carlo methods in finance and it also uses simulation as a vehicle for presenting models and id
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Hardcover, 596 pages
Published August 7th 2003 by Springer (first published January 1st 2003)
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Dmitri Nesteruk
Dec 21, 2013 Dmitri Nesteruk rated it it was amazing
Shelves: finance
First of all, given the price this sells at Amazon UK, you'd be silly not to get it, or to get an alternative. It's practically given out for free and, as a result, I urge you to get it, especially considering how complete and understandable this book is. This 600-page hardback covers MC like no other book I know, does it clearly and in the right progression. If financial MC is your thing, what more could you want?
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