Monte Carlo simulation and finance /
McLeish, Don L.
Hoboken, NJ : J. Wiley,
c2005.
Includes bibliographical references (p. 375-381) and index.
Some basic theory of finance -- Basic Monte Carlo methods -- Variance reduction techniques -- Simulating the value of options -- Quasi-Monte Carlo multiple integration -- Estimation and calibration -- Sensitivity analysis, estimating derivatives and the Greeks -- Other methods and conclusions.
Financial futures.
Monte Carlo method.
Options (Finance)