[R-SIG-Finance] Needing some good stuff on valuation

[Otziger Simon (otis)]

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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