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

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1.
Gianluca Fusai. Implementing models in quantitative finance. (Springer, 2008).

2.
Kienitz, J. & Wetterau, D. Financial modelling: theory, implementation and practice (with Matlab source). vol. Wiley finance series (Wiley, 2012).

3.
Peter Jäckel. Monte Carlo methods in finance. (J. Wiley, 2002).

4.
Yves Achdou. Computational methods for option pricing. (Society for Industrial and Applied Mathematics, 2005).

5.
Yves Achdou. Computational methods for option pricing. (Society for Industrial and Applied Mathematics, 2005).

6.
Press, W. H. Numerical recipes in C++: the art of scientific computing. (Createspace Independent Publishing Platform, 2017).

7.
Paul Glasserman. Monte Carlo methods in financial engineering. (Springer, 2004).