17 of 21 people found the following review helpful
By A Customer
This review is from: Monte Carlo Methods in Financial Engineering: 53 (Stochastic Modelling and Applied Probability) (Hardcover)
A truly outstanding book, it covers all areas of applications of Monte-Carlo to problems in math finance, and covers them really well. This is one of the few math finance books that are really worth to be in one's personal library. You will be going back to it often, and will always find relevant, concise information with clear explanations and relevant examples. Running a quantitative research group in one of the major banks, I typically do not waste time on math finance books, as most are either trivial or irrelevant. This one is a rare exception.
(5 customer reviews)