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Home » ART Books » TG2Books

A Trader's Guide To Quantitative Methods - Monte Carlo Methods. Discounts Apply !
10% Discount on TG2 orders over USD 600

A Trader's Guide To Quantitative Methods - Monte Carlo Methods

e-Book details at TG2 e-Books or contact TG2Books@arbitrage-trading.com.

The TG2QM: Monte Carlo Methods monograph is the most practical MC book for trading floor and risk management application. It includes not only the down to earth explanation of how and why it works, but also the code and spreadsheets.

The book and software include clear explanation and code for pricing Vanilla, Compound, Asian, American options, with/for multi-factor, term-structure, stochastic volatility, Convertible bonds, etc. Risk measurement and hedging calculations and methods are provided. In each case, much "reality impact" is included to show how/why real world effects require additional considerations/usage.

Importantly, the method is extended to show entire PaR "optimal P&L based" holding period simulation of hedging or investment strategies (with real world effects such as rebalancing, transactions cost, liquidity, etc), and includes the simulators/software.

Almost anybody working on a trading floor will be able to create/use basic MC calculators by end of the book, and do so sensibly in real world/real P&L settings.

Registered owners of other TG2 products may be eligible for additional discounts, but must first obtain "discount code", please contact TG2Books@arbitrage-trading.com

Visit TG2QM Monte Carlo for a detailed Table of Contents, and excerpts from the book, or read/write a review at TG2 Reviews, such as:

"The material is really unique. One really feels that the authors have lived the material and have been down in the 'trenches' - excellent and one-of-a-kind! ... Head of Prop Trading for a global trading house"

867 colour pages, soft cover, +software)

Visit The TG2 ... Series for information about the entire Series.

SAVE BIG with combined optional orders (please be sure make an explicit selection for each option)

TG2QM Monte Carlo:
ADD TG2QM Maths&Stats:
ADD TG2 ReadMe 1st:
ADD TG2 Bonds, Swaps, & IR - Vol1:
ADD TG2 Options - Vol1:

Email Friend Price: USD 225.00

This month's specials:

Derivatives for Dummies (Oh, and Journalists), 3rd Ed v3B released May 2018.

This is free for ART clients and owners of previous Editions.

Go to D4D DownLoad to obtain a copy if you have already or paid here for a license.

A Trader's Guide to Options - Volume 1: Products, Pricing, Structuring.

... possibly the best options book ... ever!

ARTWare: ARTLib XL® - Core Lite

Version 1.1 pre-release available now reduced to USD 599, which includes CalcPak Lite and CurveMan Lite (worth USD 199).  Now has OIS functions and "turn-key" curve generators, plus extended PosAna®  derivatives position keeping and hedge/rebalance analytics, and more.

 ARTWare suite of professional P&L-friendly software modules for directional, market-making, arbitrage, and portfolio management operations (see feature comparison)

The "TG2" Series

The "Trader's Guide to (TG2) ... Series " is the definitive reference set of books for securities and derivatives trading and risk management "for market professionals by market professionals".

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About the Cost of Shipping click Here


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