Recommended Books for Monte Carlo Derivatives Pricing

Summary

The document answers a request for accessible study resources on Monte Carlo simulation for pricing derivatives at roughly master’s level. It names a course text associated with a master’s degree and recommends Paul Glasserman’s book as another source on Monte Carlo methods.

The exchange provides recommendations rather than a comparison of the books’ contents, explanations of simulation techniques, or evidence from worked examples. It does not specify prerequisites, coverage, or which resource best suits a particular derivative or learning goal. Readers should therefore treat the titles as starting points for further evaluation rather than as a detailed guide to selecting a text.

Key ideas

• The question seeks Monte Carlo study material for derivative pricing at master’s level.
• The replies recommend a course text used in a master’s degree program.
• Glasserman’s book is also recommended for Monte Carlo methods.
• The exchange does not compare the books or describe their technical coverage.

Tags

# Monte Carlo Methods for Pricing Derivatives


# Monte Carlo Methods for Pricing Derivatives












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

## Answer by M. Jeunesse (score 2)

https://quant.stackexchange.com/a/25366

This is the book from a masters degree.

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

## Answer by Atul Agarawal (score 2)

https://quant.stackexchange.com/a/25401

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

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