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

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Gianluca Fusai. (2008). Implementing models in quantitative finance. Springer.

Kienitz, J., & Wetterau, D. (2012). Financial modelling: theory, implementation and practice (with Matlab source): Vol. Wiley finance series. Wiley. http://dx.doi.org/10.1002/9781118818565

Paul Glasserman. (2004). Monte Carlo methods in financial engineering. Springer.

Peter Jäckel. (2002). Monte Carlo methods in finance. J. Wiley.

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

Yves Achdou. (2005a). Computational methods for option pricing. Society for Industrial and Applied Mathematics.

Yves Achdou. (2005b). Computational methods for option pricing. Society for Industrial and Applied Mathematics.