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

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@book{Gianluca Fusai_2008, address={Berlin}, title={Implementing models in quantitative finance}, publisher={Springer}, author={Gianluca Fusai}, year={2008} }

@book{Kienitz_Wetterau_2012, address={Chichester, West Sussex, U.K.}, title={Financial modelling: theory, implementation and practice (with Matlab source)}, volume={Wiley finance series}, url={http://dx.doi.org/10.1002/9781118818565}, publisher={Wiley}, author={Kienitz, Joerg and Wetterau, Daniel}, year={2012} }

@book{Paul Glasserman_2004, address={New York}, title={Monte Carlo methods in financial engineering}, publisher={Springer}, author={Paul Glasserman}, year={2004} }

@book{Peter Jäckel_2002, address={Chichester, West Sussex, England}, title={Monte Carlo methods in finance}, publisher={J. Wiley}, author={Peter Jäckel}, year={2002} }

@book{Press_2017, address={Cambridge}, title={Numerical recipes in C++: the art of scientific computing}, publisher={Createspace Independent Publishing Platform}, author={Press, William H.}, year={2017} }

@book{Yves Achdou_2005a, address={Philadelphia}, title={Computational methods for option pricing}, publisher={Society for Industrial and Applied Mathematics}, author={Yves Achdou}, year={2005} }

@book{Yves Achdou_2005b, address={Philadelphia}, title={Computational methods for option pricing}, publisher={Society for Industrial and Applied Mathematics}, author={Yves Achdou}, year={2005} }