- Lectures / Notes
- Examples / Solutions
- C++ Support Course
- Reading List
Lectures and note for the course will appear here.
Examples sheets and links to the solutions will appear here.
Visual Studio 2013 at UoM
How to set up and run your first project on Visual Studio at the University of Manchester.Link
Reading list for the course.
The Mathematics of Financial Derivatives
Wilmott, P., Howison, S., Dewynne, J., "The Mathematics of Financial Derivatives", Cambridge University Press, (1995) ISBN: 0521497892
Paul Wilmott Introduces Quantitative Finance
Wilmott, P., 2001: "Paul Wilmott Introduces Quantitative Finance", 2nd Edition, Wiley. ISBN: 0471498629
An introduction to financial option valuation
Higham, D.J. 2004: "An introduction to financial option valuation". Cambridge University Press. ISBN: 0521547571
Options, Futures and other Derivatives
Hull, J. C., 2002: "Options, Futures and other Derivatives", 5th edition, Prentice Hall. ISBN: 0130465925.