Editing Monte Carlo methods in finance (section)

=== Books ===
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*{{cite book | title = Interest Rate Models - Theory and Practice with Smile, Inflation and Credit| author = [[Damiano Brigo]], [[Fabio Mercurio]] | publisher = Springer Verlag | year = 2001 | edition = 2nd ed. 2006 | isbn = 978-3-540-22149-4}}
* {{cite book | title = Monte Carlo Frameworks: Building Customisable High-performance C++ Applications  |author1=Daniel J. Duffy  |author2=Joerg Kienitz  |name-list-style=amp | year = 2009 | publisher = Wiley | isbn = 978-0470060698}}
* {{cite book | title = Monte Carlo:methodologies and applications for pricing and risk management | author = Bruno Dupire | year = 1998 | publisher = Risk | author-link = Bruno Dupire }}
* {{cite book | title = Monte Carlo methods in financial engineering | author = Paul Glasserman | year = 2003 | publisher = Springer-Verlag | isbn = 0-387-00451-3 }}
* {{cite book | title = Options, futures and other derivatives (4th ed.) | url = https://archive.org/details/optionsfuturesot00john | url-access = registration | author = John C. Hull | year = 2000 | publisher = Prentice Hall | isbn = 0-13-015822-4 | author-link = John C. Hull (economist) }}
* {{cite book | title = Monte Carlo methods in finance | author = Peter Jaeckel | year = 2002 | publisher = John Wiley and Sons | isbn = 0-471-49741-X | author-link = Peter Jaeckel }}
* {{cite book | title = Numerical Solution of Stochastic Differential Equations |author1=Peter E. Kloeden  |author2=Eckhard Platen  |name-list-style=amp | year = 1992 | publisher = Springer - Verlag }}
* {{cite book | title = Simulation and Optimization in Finance: Modeling with MATLAB, @Risk, or VBA | author = Dessislava Pachamanova and [[Frank J. Fabozzi]]
| year = 2010| publisher = John Wiley and Sons |isbn = 978-0-470-37189-3}}