Monte Carlo Methods for Pricing Derivatives

[vickymaj]

Hi,can someone please suggest a good book on Monte Carlo Simulation for Pricing Derivatives?

Don't want a book which is too complicated like a PhD level. A Masters level should be good.

Thanks a lot in advance

 

[mhy]

Glasserman - Monte Carlo Methods in Financial Engineering

 

[vickymaj]

Any other recommendations?

 

[mhy]

Here are the texts that were recommended (not required) for CMU MSCF's Monte Carlo course (I took it last year).

Amazon.com: Stochastic Simulation: Algorithms and Analysis (Stochastic Modelling and Applied Probability, No. 57) (No. 100) (9780387306797): Søren Asmussen, Peter W. Glynn: Books

Monte Carlo Methodologies and Applications for Pricing and Risk Management: Bruno Dupire: 9781899332915: Amazon.com: Books

Monte Carlo Simulation and Finance: Don L. McLeish: 9780471677789: Amazon.com: Books

Numerical Recipes 3rd Edition: The Art of Scientific Computing: William H. Press, Saul A. Teukolsky, William T. Vetterling, Brian P. Flannery: 9780521880688: Amazon.com: Books