Leeds University Library

MATH5350M
Module Reading List

Computations in Finance, 2017/18, Semester 2
Dr Jan Palczewski
J.Palczewski@leeds.ac.uk
Tutor information is taken from the Module Catalogue
  1. Rüdiger Seydel, Tools for computational finance , Fifth Edition, Springer, 2012
  2. Rüdiger Seydel, Tools for computational finance , Fourth Edition, Springer, 2009
  3. Rüdiger Seydel, Tools for computational finance , Third Edition, Springer, 2006
  4. Geon Ho Choe, Stochastic analysis for finance with simulations, Springer, 2016
  5. John C. Hull, Options, futures, and other derivatives Ninth Edition, Pearson, 2015
  6. John C. Hull, Options, futures, and other derivatives Eighth Edition, Pearson, 2012
  7. John C. Hull, Options, futures, and other derivatives Seventh Edition, Prentice Hall, 2009
  8. John C. Hull, Options, futures, and other derivatives Sixth Edition, Prentice Hall, 2006
  9. John C. Hull, Options, futures and other derivatives Fifth Edition, Prentice Hall, 2003
  10. Desmond J. Higham, An introduction to financial option valuation : mathematics, stochastics, and computation , Cambridge University Press, 2004
  11. Søren Asmussen, Peter W. Glynn, Stochastic simulation : algorithms and analysis . Springer, 2007
  12. Paul Wilmott, Jeff Dewynne and Sam Howison: “ Option pricing : mathematical models and computation ”, Oxford Financial Press, 2000

This list was last updated on 08/11/2016