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2 of 3 people found the following review helpful:
3.0 out of 5 stars
Contents are good, typos are terrible.,
By
This review is from: Monte Carlo Simulation and Finance (Hardcover)
I have an advanced degree from physics, and found that the contents in this book are well balanced between mathematics and physical models. The author definitely knows how to cut short at various points where very advanced math is needed. Instead, the author smartly explained only some fast results or theorems. This makes them very easy to go through, and lets readers focus on the models instead of rigorous math. The MATLAB codes are helpful as well. Problems are well designed too.
Downsides: Typos are terrible. In a few pages, typos make it impossible to read. Also, at several points, the author used very confusing symbols, such as he used "j" for the maturity time of option (pg 108). Also, in some sections, the logic of writing was very vigorous, i.e., you will read some results without knowing what they are here for, but you will see that they are used at the end of the section. Then you have to come back to the beginning and go through the whole section quickly to organize the content in a correct order in your head. In conclusion, I will NOT recommend this book if you have other choices. |
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Monte Carlo Simulation and Finance by Don L. McLeish (Hardcover - April 1, 2005)
$89.95 $57.11
In Stock | |
 
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