I have been reading the 1997 paper by Jamshidian and Zhu, Scenario Simulation: Theory and Methodology, which appeared in Finance & Stochastics. Can anyone direct me to more recent research and methods in this area? Thanks,Mike.

<t>I am a few weeks into an MSc in Financial Maths having recently graduated with an MSci in Maths-Theoretical Physics. I am very interested in becoming a quantitative analyst (especially in credit derivatives) but realise that there is next to no chance of getting such a job without some banking ex...