Denning contains a number of Monte Carlo pricers as part of this
This page will contain discussions on the following
Convergence of Monte-Carlo methods. The Central Limit Theorem.
Architecture of multi-dimensional Monte-Carlo pricer.
Low dispersion random numbers.
Random number generators - Pseudo random number generators, Quasi random number
Inverse normal distribution implementations.
Non-normal distributions. Volatility smiles.
A Monte-Carlo based Credit Risk methodology is described here.
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