| Both sides previous revisionPrevious revision | Last revisionBoth sides next revision |
| courses:fam:kainhofer_nummeth_bepreisung [2008/05/05 13:51] – reinhold | courses:fam:kainhofer_nummeth_bepreisung [2008/05/05 14:10] – reinhold |
|---|
| * Glasserman, Paul: [[http://www.springer.com/math/quantitative+finance/book/978-0-387-00451-8|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: [[http://euklid.mi.uni-koeln.de/~seydel/numerik/compfin/index.html|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. | * Hull, John C.: [[http://www.rotman.utoronto.ca/~hull/ofod/|Optionen, Futures und andere Derivate]]. Pearson Studium, 2006. |
| * Luenberger, David G.: [[http://www.stanford.edu/dept/MSandE/people/faculty/luenberger/books.html|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. | * Niederreiter, Harald: [[http://www.ec-securehost.com/SIAM/CB63.html|Random Number Generation and Quasi-Monte Carlo Methods]]. CBMS-NSF, SIAM, 1992. |
| * Jäckel, Peter: Monte Carlo Methods in Finance. Wiley, 2003. | * Jäckel, Peter: [[http://www.wiley.com/WileyCDA/WileyTitle/productCd-047149741X.html|Monte Carlo Methods in Finance]]. Wiley, 2003. ([[http://www.btinternet.com/~pjaeckel/ErrataInMonteCarloMethodsInFinance.pdf|Errata]]) |
| * 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. | * 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. |
| | |
