Monte Carlo Simulation
1. Fishman, G.S., Monte Carlo: Concepts, Algorithms, and Applications, Springer-Verlag,
New York (1996).
2. Fishman, G.S., A First Course in Monte Carlo, Duxbury, Belmont, CA (2005).
3. Glasserman, P., Monte Carlo Methods in Financial Engineering, Springer, New York (2003).
4. Rubinstein, R.Y. and D.P. Kroese, Simulation and the Monte Carlo Method, Wiley, New York
(2008).
5. Winston, W., Simulation Modeling Using @Risk: Updated for Version 4, Duxbury, Pacific
Grove, CA (2001).