Previously, we compared for what finite differencing (or Monte Carlo) is good/bad.
After some practices, here are some more thoughts:
1. MC is more intuitive and easier to visualize
2. FDM has a higher sunk cost, i.e. the basic architecture has to be there to price even the simplest stuffs
3. Debugging FDM can be really hard since the different features of your instrument mingles together
4. FDM is rewarding in the sense that you get the instrument price at any spot value (and hence also some of the greeks) for free
5. FDM is much more problem specific - the code for one derivative needs much work to be used to price something else
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