Bibliography for CS5930: Methods of Computational Finance BETA

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

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

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

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

Davis, M. H. A., Mathematical Finance: A Very Short Introduction (Oxford: Oxford University Press, 2019), dxcii

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

———, Options, Futures, and Other Derivatives, Global edition (Harlow: Pearson, 2017) <https://ebookcentral.proquest.com/lib/rhul/detail.action?docID=5186416>

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

———, Economics, 4th Edition (Andover: Cengage Learning EMEA, 2017) <https://ebookcentral.proquest.com/lib/rhul/detail.action?docID=5267279>

Wilmott, Paul, Paul Wilmott Introduces Quantitative Finance (Chichester: John Wiley, 2001)

———, Paul Wilmott Introduces Quantitative Finance (John Wiley, 2001) <https://ebookcentral-proquest-com.ezproxy01.rhul.ac.uk/lib/rhul/detail.action?docID=284482>

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

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