<P>以下是目录</P>
<P>Contents<BR>1 Introduction<BR>1.1 Introduction 1<BR>1.2 Organization of This Thesis 2<BR>2 Background<BR>2.1 Monte Carlo Simulation 3<BR>2.2 Estimating the Greeks Using Simulation 4<BR>2.3 Antithetic Variates 5<BR>3 Quasi-Monte Carlo Methods<BR>3.1 Low Discrepancy Sequences 6<BR>3.1.1 Halton Sequences 7<BR>3.1.2 Faure Sequences 8<BR>3.1.3 Sobol Sequences 9<BR>3.2 Pseudo Random Uniform Sequences 10<BR>3.2.1 rand() 10<BR>3.2.2 The Mersenne Twister 10<BR>3.3 Normal Inversion Methods 11<BR>4 Numerical Results<BR>4.1 Evaluating Vanilla Call Options 13<BR>4.2 Evaluating Rainbow Options 15<BR>4.3 Evaluating Asian Options 18<BR>5 Conclusions 20<BR>Bibliography 21<BR>Appendix 22</P>

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