Monte Carlo Methods for Pricing Derivatives

Question

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

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

M. Jeunesse · Accepted Answer · 2016-04-12 07:25:52Z

2

This is the book from a masters degree.

answered Apr 12, 2016 at 7:25

M. Jeunesse

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Atul Agarawal · Accepted Answer · 2016-04-13 15:03:16Z

2

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

answered Apr 13, 2016 at 15:03

Atul Agarawal

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

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