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

[Martin Becker]

The details are:

Jäckel, 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,
>>>
>>>
>>>     [[alternative HTML version deleted]]
>>>
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>>
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-- 
Dr. Martin Becker
Statistics and Econometrics
Saarland University
Campus C3 1, Room 217
66123 Saarbruecken
Germany