The PW book (Introduction to ...) has a sample of MC evaluation on Excel. I don't remember if it includes QMC sample but it is possible.

By the way, any good/bad comments about the IMPA course?

Thanks a lot Apine

Aaron,Your link doesn't work. Do you know where I can get this paper?Thanks in advance,mmanta

May I suggest you to look for the path for enlighment thread (in fact the repost of the excel from that thread) on the site.It is a good recompilation.I hope this helps.

upload as a zip

Should I desconsider pin risk?

Gentleman,May I ask if you are defining correlation on different ways?karamelo defines the fully correlation as the fully linear correlation between variables and Jonny defines fully correlation with the ability of eliminate all the randomness (a la BS).Is this correct?

Quotebut I find it almost incredible to argue that it would somehow all unravel in our generation. PIP=Personal Insignificance PrincipleLook at the PIP article.

dc,You realize that you just invoked Aaron's PIP?

By the way what is a new book? Only books published this year???

Well I being serious here.For instance if I nominate a cat or a green man, that the only reference that we have is a web site nickname, is this going to be accepted?

Hey,Do you think that is reasonable to nominate either Aaron, FDAX or Johnny for the educator award for their tireless effort of answering questions here on Wilmott?I am serious!

Tosh,I assume that you already looked at the official site of the Brazilian Central Bank. This web site section is in english and have time series of Brazilian debt, governors presentation about current issues, definition of the securities issued by the Brazilian government, etc.HTH,mmanta