Bibliography for CS5930: Methods of Computational Finance BETA

Baxter, Martin, and Andrew Rennie. 1996. Financial Calculus: An Introduction to Derivative Pricing. Cambridge: Cambridge University Press.

Bodie, Zvi, and Robert C. Merton. 2000. Finance. Upper Saddle River, N.J: Prentice Hall.

Bodie, Zvi, Robert C. Merton, and David Cleeton. 2012. Financial Economics. 2nd Edition. Boston, MA: Pearson Learning Solutions.

Brett, Michael. 2011. How To Read The Financial Pages. London: Cornerstone.

Davis, M. H. A. 2019. Mathematical Finance: A Very Short Introduction. Vol. 592. Oxford: Oxford University Press.

Hull, John. 2017. Options, Futures, and Other Derivatives. Global edition. Harlow: Pearson.

Hull, John. 2018. Options, Futures, and Other Derivatives. Ninth edition. Harlow, England: Pearson.

Mankiw, N. Gregory, and Mark P. Taylor. 2017a. Economics. Fourth edition. Andover, Hampshire: Cengage Learning.

Mankiw, N. Gregory, and Mark P. Taylor. 2017b. Economics. 4th Edition. Andover: Cengage Learning EMEA.

Wilmott, Paul. 2001a. Paul Wilmott Introduces Quantitative Finance. Chichester: John Wiley.

Wilmott, Paul. 2001b. Paul Wilmott Introduces Quantitative Finance. John Wiley.

Wilmott, Paul. 2007. Paul Wilmott Introduces Quantitative Finance. 2nd Edition. Hoboken, New Jersey: John Wiley & Sons Ltd.

Wilmott, Paul, Sam Howison, and Jeff Dewynne. 1995. The Mathematics of Financial Derivatives: A Student Introduction. Oxford: Cambridge University Press.