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Simulation and Monte Carlo: With applications in finance and MCMC

Обложка книги Simulation and Monte Carlo: With applications in finance and MCMC

Simulation and Monte Carlo: With applications in finance and MCMC

My work lately has taken me away from fundamental analysis and more towards quant work. As a result I recently started a serious course of study in mathematics. I took this book to one of my instructors and asked how much math do I need before I can understand the material presented. He flipped a couple of pages and responded with, "This is hard s**t. This is not a children's toy." I'm giving this book 5 stars for not being a piece of fluff you'd find on the book shelves of Barnes and Nobel as so many finance books published these days are.
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