非常经典的一本教材,不是扫描版的。
This is a book about Monte Carlo methods from the perspective of financial
engineering. Monte Carlo simulation has become an essential tool in the pricing
of derivative securities and in risk management; these applications have,
in turn, stimulated research into new Monte Carlo techniques and renewed
interest in some old techniques. This is also a book about financial engineering
from the perspective of Monte Carlo methods. One of the best ways to
develop an understanding of a model of, say, the term structure of interest
rates is to implement a simulation of the model; and finding ways to improve
the efficiency of a simulation motivates a deeper investigation into properties
of a model.