Reviews for Monte Carlo Methods in Financial Engineering

The average rating for Monte Carlo Methods in Financial Engineering based on 2 reviews is 5 stars.

Review # 1 was written on 2017-07-26 00:00:00 Adam Patek In this book you find anything you need for Monte Carlo (and Quasi Monte Carlo) methods. As the title says, the applications given are all from finance, but nevertheless it is an excellent book to give you an understanding of the different methods especially for variance reduction.

Review # 2 was written on 2013-06-11 00:00:00 Roberto Jacobo 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?