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.
Kienitz J, Wetterau D. Financial modelling: theory, implementation and practice (with Matlab source) [Internet]. Vol. Wiley finance series. Chichester, West Sussex, U.K.: Wiley; 2012. Available from: 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.
Press WH. 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.