目录
1.Some Basic Theory of Finance
2.Basic Monte Carlo Methods
3.Variance Reduction Techniques
4.Quasi-Monte Carlo Multiple Integration
5.Sensitivity Analysis,Estimating Derivatives and the Greeks
6.Estimation and Calibration
7.Miscellany
8.Appendix A:Some Basic Theory of Probability
9.Appendix B:Stochastic Integration and Continuous Time Models
10.Appendix:Numerical Solutions of DE's and PDE's
11.Appendix C:Glossary