random.actuary Joined 1/18/22 Messages 2 Points 11 2/3/22 #1 What are the best recent quantitative finance books on Monte Carlo simulation for fat and left tail correlated asset prices?
What are the best recent quantitative finance books on Monte Carlo simulation for fat and left tail correlated asset prices?
alovya Joined 1/19/22 Messages 51 Points 28 2/3/22 #2 random.actuary said: What are the best recent quantitative finance books on Monte Carlo simulation for fat and left tail correlated asset prices? Click to expand... Statistical Consequences of Fat Tails may be of interest to you
random.actuary said: What are the best recent quantitative finance books on Monte Carlo simulation for fat and left tail correlated asset prices? Click to expand... Statistical Consequences of Fat Tails may be of interest to you