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]
J. Kienitz and D. Wetterau, Financial modelling: theory, implementation and practice (with Matlab source), vol. Wiley finance series. Chichester, West Sussex, U.K.: Wiley, 2012 [Online]. Available: 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]
W. H. Press, 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.