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

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1
Gianluca Fusai. Implementing models in quantitative finance. Berlin: : Springer 2008.

2
Kienitz J, Wetterau D. Financial modelling: theory, implementation and practice (with Matlab source). Chichester, West Sussex, U.K.: : Wiley 2012. http://dx.doi.org/10.1002/9781118818565

3
Peter Jäckel. Monte Carlo methods in finance. Chichester, West Sussex, England: : J. Wiley 2002.

4
Yves Achdou. Computational methods for option pricing. Philadelphia: : Society for Industrial and Applied Mathematics 2005.

5
Yves Achdou. Computational methods for option pricing. Philadelphia: : Society for Industrial and Applied Mathematics 2005.

6
Press WH. Numerical recipes in C++: the art of scientific computing. Cambridge: : Createspace Independent Publishing Platform 2017.

7
Paul Glasserman. Monte Carlo methods in financial engineering. New York: : Springer 2004.