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0 of 1 people found the following review helpful:
5.0 out of 5 stars
Monte-Carlo Topics from Practicioners,
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This review is from: Monte Carlo Methodologies and Applications for Pricing and Risk Management (Paperback)
This is a book along the lines of a Fabozzi text, where the editor - Bruno Dupire - at the behest of Risk Publications runs through the best articles written by practicioners on a topic of extreme importance to model developers, MBS/CMO/ABS quants, and other financial engineers who are interest in exploring numerical integration methods through simulation. I've read most of the books out there on MCS and this one is one of the best. I particularly enjoy the practical analyses presented, the benchmarking, the references, and the formulas. Well done.
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Monte Carlo Methodologies and Applications for Pricing and Risk Management by Bruno Dupire (Paperback - Oct. 1998)
$214.00
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