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

[Samuel Le]

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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