Finance & Investing · Quantitative Finance
Monte Carlo Pricing
A topic within Quantitative Finance, itself one of 10 topics in that field and part of Finance & Investing.
Reading for Quantitative Finance
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Primary sources and full treatments.
- BookPaul Wilmott on Quantitative FinancePaul Wilmott, 1998
Derives the models and then attacks their assumptions, which is the habit that separates a quant from a user of a pricing library.