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

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

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

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

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

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

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

---. Computational Methods for Option Pricing. Philadelphia: Society for Industrial and Applied Mathematics, 2005. Print.