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

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1.
Gianluca Fusai. Implementing Models in Quantitative Finance. Springer; 2008.

2.
Kienitz J, Wetterau D. Financial Modelling: Theory, Implementation and Practice (with Matlab Source). Vol Wiley finance series. Wiley; 2012. http://dx.doi.org/10.1002/9781118818565

3.
Peter Jäckel. Monte Carlo Methods in Finance. J. Wiley; 2002.

4.
Yves Achdou. Computational Methods for Option Pricing. Society for Industrial and Applied Mathematics; 2005.

5.
Yves Achdou. Computational Methods for Option Pricing. Society for Industrial and Applied Mathematics; 2005.

6.
Press WH. Numerical Recipes in C++: The Art of Scientific Computing. Createspace Independent Publishing Platform; 2017.

7.
Paul Glasserman. Monte Carlo Methods in Financial Engineering. Springer; 2004.