
The *.R files in this archive contain R code for use with the book:

P. Brandimarte
Handbook in Monte Carlo Simulation
Applications in Financial Engineering,
Risk Management, and Economics
Wiley, 2014

There is a pair of files for each chapter, one containing the function 
definitions and one, structured as a big script, containing a series of 
code chunks replicating the experiments described in the book.

The function definitions are sourced in each script file, and the necessary 
libraries are loaded. You might need to install some of those libraries.

I suggest running each code segment by selecting it in the editor of your 
favorite R enviroment and using ctrl-R.

PB

