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December 22, 2007

Monte Carlo

Part-2 for this post located at:
http://analogstuff.net/2009/08/monte-carlo-analysis-part-2.html

A Primer for the Monte Carlo Method
by Ilya M. Sobol
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Monte Carlo
by George Fishman
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Monte Carlo Methods in Finance
by Peter Jaeckel
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Life-Cycle Costing Using Activity-Based Costing and Monte Carlo Methods to Manage Future Costs and Risks
by Jan Emblemsv
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Monte Carlo Simulation and Finance
by Don L. McLeish
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Monte Carlo and Quasi-Monte Carlo Methods 2004
by Harald Niederreiter
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