TY  - BOOK
AU  - McLeish,Don L.
TI  - Monte Carlo simulation and finance
SN  - 0471677787 (cloth.)
U1  - 332.645 
PY  - 2005///
CY  - Hoboken, NJ
PB  - J. Wiley
KW  - Financial futures
KW  - Monte Carlo method
KW  - Options (Finance)
N1  - Includes bibliographical references (p. 375-381) and index; Some basic theory of finance -- Basic Monte Carlo methods -- Variance reduction techniques -- Simulating the value of options -- Quasi-Monte Carlo multiple integration -- Estimation and calibration -- Sensitivity analysis, estimating derivatives and the Greeks -- Other methods and conclusions
ER  -