Folks,I have a free book on my website entitled "Monte Carlo Simulation with Java and C++".It is the file "MCBook.pdf.gz" or "MCBook.ps.gz" in the downolad section.Just follow the links from http://martingale.berlios.de/Martingale.html.Please let me know if you find some mistakes or feel that some approachesare not feasible for some reason or another.

For some reason I was not able to dowload the book. The FastLibor paper downloads OK, but not the book.

OK,I'll check it out.Presently I cannot get on the Berlios server.Maybe they are doing some maintainance.

I was able to download it. It might be easier if it could be saved given its size??

seems i can't even open the web page. any ideas?

Please be more specific.I have compressed the file to make it smaller.What are you suggesting?How could we do better than download the file using FTP?The Berlios servers are having trouble now.I don't know what the issue is.Maybe they are doing maintainance on the weekendIf this does not improve next week I'll make an inquiry with the folks at Berlios.If you are in a hurry send me an email at spyqqqdia@yahoo.com and I'll send you the file as an email attachment. In the unlikely case that I am flooded with inquiries please give me some time to work them off.Even attaching a 1MB file to an email takes time.

I had trouble too. Instead of going to http://martingale.berlios.de/Martingale.html I went to http://martingale.berlios.de and clicked the link. Then everything worked fine.

Dynkin E. 'Diffusions, Superdiffusions & Partial Differential Equations' pfd on Web Cornell 2005 http://www.math.cornell.edu/~web712/712-2005/Book02.pdf

Free self-study in finance site listed under NYU MathFin programhttp://www.math.nyu.edu/faculty/kohn/

Probability Tutorials but also look at links in the right hand column/http://www.probability.net/

I URL says 'sample' but this appears substantial book on FX by U. Wystup.http://www.mathfinance.com/FXOptions/Bo ... sample.pdf

Alan listed this in another thread. One of the books is Ed Thorp's 'Beat the Market'--- $423 on Amazon !!http://www.econ.uci.edu/kassouf/

QuoteOriginally posted by: jfuqua $423 on Amazon !!holy moly !

I have a spare copy of Peter Jackel's book - Monte Carlo Methods in Finance, ISBN 0-471-49741-X. The book is new.It's free for a good home - just give me your mailing address.Cheers

QuoteOriginally posted by: vkaaI have a spare copy of Peter Jackel's book - Monte Carlo Methods in Finance, ISBN 0-471-49741-X. The book is new.It's free for a good home - just give me your mailing address.CheersThe book is taken.