1 of 1 people found the following review helpful
Mathematically disappointing book,
By A Customer
Ce commentaire est de: Monte Carlo Methods in Financial Engineering (Hardcover)
Don't be fooled by the name of the Springer series where this book appeared: if you are looking for a nice list of examples and applications, then this book may be ok, but otherwise, this is not the place to look for proofs and rigorous results.