MATH60082: Computational Finance

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Examples sheets and links to the solutions will appear here.

MATH60082: Paul Wilmott Introduces Quantitative Finance

Wilmott, P., 2001: "Paul Wilmott Introduces Quantitative Finance", 2nd Edition, Wiley. ISBN: 0471498629

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MATH60082: Paul Wilmott on Quantitative Finance

Wilmott, P., 2000: "Paul Wilmott on Quantitative Finance", Wiley. ISBN: 0471874388

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MATH60082: An introduction to financial option valuation

Higham, D.J. 2004: "An introduction to financial option valuation". Cambridge University Press. ISBN: 0521547571

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MATH60082: Options, Futures and other Derivatives

Hull, J. C., 2002: "Options, Futures and other Derivatives", 5th edition, Prentice Hall. ISBN: 0130465925.

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MATH60082: Numerical Recipes in C: the art of scientific computing

William H. Press, Brian P. Flannery and Saul A. Teukolsky 1992 "Numerical Recipes in C: the art of scientific computing", Cambridge University Press. ISBN-10: 0521431085

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