Bibliography for COMPG005: Numerical Analysis for Finance: Guido Germano BETA

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[1]
Gianluca Fusai 2008. Implementing models in quantitative finance. Springer.

[2]
Kienitz, J. and Wetterau, D. 2012. Financial modelling: theory, implementation and practice (with Matlab source). Wiley.

[3]
Paul Glasserman 2004. Monte Carlo methods in financial engineering. Springer.

[4]
Peter Jäckel 2002. Monte Carlo methods in finance. J. Wiley.

[5]
Press, W.H. 2017. Numerical recipes in C++: the art of scientific computing. Createspace Independent Publishing Platform.

[6]
Yves Achdou 2005. Computational methods for option pricing. Society for Industrial and Applied Mathematics.

[7]
Yves Achdou 2005. Computational methods for option pricing. Society for Industrial and Applied Mathematics.