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

Back to list

Gianluca Fusai. 2008. Implementing Models in Quantitative Finance. Berlin: Springer.

Kienitz, Joerg, and Daniel Wetterau. 2012. Financial Modelling: Theory, Implementation and Practice (with Matlab Source). Vol. Wiley finance series. Chichester, West Sussex, U.K.: Wiley. http://dx.doi.org/10.1002/9781118818565.

Paul Glasserman. 2004. Monte Carlo Methods in Financial Engineering. New York: Springer.

Peter Jäckel. 2002. Monte Carlo Methods in Finance. Chichester, West Sussex, England: J. Wiley.

Press, William H. 2017. Numerical Recipes in C++: The Art of Scientific Computing. Cambridge: Createspace Independent Publishing Platform.

Yves Achdou. 2005a. Computational Methods for Option Pricing. Philadelphia: Society for Industrial and Applied Mathematics.

———. 2005b. Computational Methods for Option Pricing. Philadelphia: Society for Industrial and Applied Mathematics.