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

Corey Gallon corey at coreygallon.com
Tue Jun 1 11:21:27 CEST 2010

I've always liked the Hull books.  Also, the Wilmott books on quantitative finance are particularly good.



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-----Original Message-----
From: Ron Michael <ron_michael70 at yahoo.com>
Date: Tue, 1 Jun 2010 00:55:57 
To: <r-sig-finance at stat.math.ethz.ch>
Subject: [R-SIG-Finance] Needing some good stuff on valuation

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.

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