Needing some good stuff on valuation
The details are: J?ckel, Peter: Monte Carlo methods in finance, Wiley Finance Series, John Wiley & Sons, 2002. Best - Martin
On 01.06.2010 10:57, Samuel Le wrote:
There is a good book by Peter Jaeckel as well -can't remember the title now but it has Monte Carlo in it. Samuel Otziger Simon (otis) wrote:
Maybe there are better books but "Monte Carlo Methods in Financial Engineering" by Glasserman covers those topics. HTH Simon On Jun 1, 2010, at 9:55 AM, Ron Michael wrote:
Hi all, I am looking for some good textbook for Financial instrument
valuation using Monte carlo simulation approach, e.g. Simulation
approach for derivative pricing particularly Options valuation with
Asian type of pay-off, Calculation of greeks under same simulation
framework for Asian, American ir Bermudian type option etc.
Can friends here suggest me some really good book over that? Online
materials are also be ok.
Your help will be highly appreciated.
Thanks,
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