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--- courses:fam:kainhofer_nummeth_bepreisung [2008/05/05 13:45] – reinhold
+++ courses:fam:kainhofer_nummeth_bepreisung [2008/05/05 13:51] – reinhold
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 ===== Literature =====
-  * Glasserman, Paul: Monte Carlo Methods in Financial Engineering. Springer, 2004.
+  * Glasserman, Paul: [[http://www.springer.com/math/quantitative+finance/book/978-0-387-00451-8|Monte Carlo Methods in Financial Engineering]]. Springer, 2004.
-  * Seydel, Rüdiger: Tools for Computational Finance. 2nd edition. Springer, 2004.
+  * Seydel, Rüdiger: [[http://euklid.mi.uni-koeln.de/~seydel/numerik/compfin/index.html|Tools for Computational Finance]]. 2nd edition. Springer, 2004.
   * Hull, John C.: Optionen, Futures und andere Derivate. Pearson Studium, 2006.
-  * Luenberger, David G.: Investment Science. Oxford University Press, 1997.
+  * Luenberger, David G.: [[http://www.stanford.edu/dept/MSandE/people/faculty/luenberger/books.html|Investment Science]]. Oxford University Press, 1997.
   * Niederreiter, Harald: Random Number Generation and Quasi-Monte Carlo Methods. CBMS-NSF, SIAM, 1992.
   * Jäckel, Peter: Monte Carlo Methods in Finance. Wiley, 2003.
-  * Longstaff, Francis A. and Schwartz, Eduardo S.: Valuing American Options by Simulation: A Simple Least-Squares Approach. The Review of Financial Studies, volume 14, 2001 (1), pp 113-147.
+  * Longstaff, Francis A. and Schwartz, Eduardo S.: [[http://repositories.cdlib.org/anderson/fin/1-01/|Valuing American Options by Simulation: A Simple Least-Squares Approach]]. The Review of Financial Studies, volume 14, 2001 (1), pp 113-147.