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Financial Engineering
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Financial Engineering and Computation: Principles, Mathematics, and Algorithms
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Yuh-Dauh Lyuu
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Implementing Derivative Models (Wiley Series in Financial Engineering)
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Les Clewlow
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Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability) (v. 53)
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Paul Glasserman
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Quantitative Risk Analysis: A Guide to Monte Carlo Simulation Modelling
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David Vose
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Monte Carlo Simulation and Finance
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Don L. McLeish
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Monte Carlo and Quasi-Monte Carlo Methods 2004
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Option Theory with Stochastic Analysis: An Introduction to Mathematical Finance (Universitext)
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Fred E. Benth
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Monte Carlo Methods in Finance
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Peter Jaeckel
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Dealmaking Using Real Options and Monte Carlo Analysis
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Richard Razgaitis
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The Mathematics of Financial Derivatives: A Student Introduction
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Paul Wilmott
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Pricing Financial Instruments: The Finite Difference Method
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Domingo Tavella
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Quantitative Methods in Derivatives Pricing: An Introduction to Computational Finance
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Domingo Tavella
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Derivative Securities and Difference Methods (Springer Finance)
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You-lan Zhu
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The Complete Guide to Option Pricing Formulas
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Espen Gaardner Haug
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Financial Modeling - 2nd Edition: Includes CD
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Simon Benninga
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Numerical Methods in Finance: A MATLAB-Based Introduction
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Paolo Brandimarte
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C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk)
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Mark S. Joshi
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Modeling Derivatives in C++ (Wiley Finance)
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Justin London
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Financial Instrument Pricing Using C++ (The Wiley Finance Series)
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Daniel J. Duffy
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Effective C++ CD: 85 Specific Ways to Improve Your Programs and Designs
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Scott Meyers
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Computational Finance: Numerical Methods for Pricing Financial Instruments (Quantitative Finance)
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George Levy DPhil University of Oxford
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Option Pricing: Mathematical Models and Computation
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Paul Wilmott
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