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can someone please suggest a good book on Monte Carlo Simulation for Pricing Derivatives?

Don't want a book which is too complicated like a PhD level. A Masters level should be good.

Thanks a lot in advance

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  • $\begingroup$ Any other recommendations? $\endgroup$
    – Deb
    Apr 13, 2016 at 13:42

2 Answers 2

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This is the book from a masters degree.

http://perso.telecom-paristech.fr/~bianchi/athens/Proba_Num_11-12.pdf

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Glasserman's book is the book I would recommend on Monte Carlo methods as well.

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  • $\begingroup$ But it's complicated $\endgroup$
    – SmallChess
    Apr 13, 2016 at 16:17
  • $\begingroup$ I can help you. If there is something $\endgroup$ Apr 14, 2016 at 5:44
  • $\begingroup$ Student T - Why do you think its complicated? $\endgroup$
    – Deb
    Apr 14, 2016 at 17:48

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