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. Print.

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

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

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

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

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

---. Options, Futures, and Other Derivatives. Global edition. Harlow: Pearson, 2017. Web. <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. Print.

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

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

---. Paul Wilmott Introduces Quantitative Finance. John Wiley, 2001. Web. <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. Print.

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