Bibliography for CS5930: Methods of Computational Finance BETA

[1]

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

[2]

J. Hull, Options, Futures, and Other Derivatives, Global edition. Harlow: Pearson, 2017 [Online]. Available: https://ebookcentral.proquest.com/lib/rhul/detail.action?docID=5186416

[3]

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

[4]

P. Wilmott, Paul Wilmott Introduces Quantitative Finance. John Wiley, 2001 [Online]. Available: https://ebookcentral-proquest-com.ezproxy01.rhul.ac.uk/lib/rhul/detail.action?docID=284482

[5]

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

[6]

P. Wilmott, S. Howison, and J. Dewynne, The Mathematics of Financial Derivatives: A Student Introduction. Oxford: Cambridge University Press, 1995.

[7]

Z. Bodie, R. C. Merton, and D. Cleeton, Financial Economics, 2nd Edition. Boston, MA: Pearson Learning Solutions, 2012.

[8]

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

[9]

N. G. Mankiw and M. P. Taylor, Economics, Fourth edition. Andover, Hampshire: Cengage Learning, 2017.

[10]

N. G. Mankiw and M. P. Taylor, Economics, 4th Edition. Andover: Cengage Learning EMEA, 2017 [Online]. Available: https://ebookcentral.proquest.com/lib/rhul/detail.action?docID=5267279

[11]

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

[12]

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

[13]

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