Preface
Acknowledgements
Mathematical Notation
Introduction
The Mathematics Behind Monte Carlo Methods
Stochastic Dynamics
Process-driven Sampling
Correlation and Co-movement
Salvaging a Linear Correlation Matrix
Pseudo-random Numbers
Low-discrepancy Numbers
Non-uniform Variates
Variance Reduction Techniques
Greeks
Monte Carlo in the BGM/J Framework
Non-recombining Trees
Miscellanea
Bibliography
Index