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

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

2.
Kienitz, J., Wetterau, D.: Financial modelling: theory, implementation and practice (with Matlab source). Wiley, Chichester, West Sussex, U.K. (2012).

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

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

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

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

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