References
- Financial Derivatives -- Pricing, Applications and Hedging, Jamil Baz and George Chacko, Cambridge (200?)
- Interest Rate Models -- Theory and Practice, Damaino Brigo and Fabio Mercurio, Springer (200?)
- A Course in Derivative Securities, Kerry Back, Springer (200?)
- Monte Carlo Methods in Financial Engineering, Paul Glasserman, Springer (200?)
- Fixed Income Securities -- Valuation, Risk Management and Portfolio Strategies, Lionel Martellini and Philippe Priaulet and Stephane Priaulet, Wiley (200?)
- Random number generation and Monte Carlo methods James Gentle
- Numeric methods