K. Back, A Course in Derivative Securities: Introduction to Theory and Computation (with code), Springer, 2005
P. Brandimarte, Numerical Methods in Finance: A MATLAB-Based Introduction, Wiley, 2001
L. Clewlow and C. Strickland, Implementing Derivative Models, Wiley, 1998
S. Dalton, Financial Applications Using Excel Add-in Development in C/C++ , 2nd edition, Wiley, 2007
D. J. Duffy, Financial Instrument Pricing Using C++, Wiley, 2004
D. J. Duffy, Finite Difference Methods in Financial Engineering : A Partial Differential Equation Approach, Wiley, 2006
G. Fusai and A. Roncoroni, Implementing Models in Quantitative Finance: Methods and Cases (with authors' code), Wiley, 2006
P. Glasserman, Monte Carlo Methods in Financial Engineering, Springer, 2003
P. Jäckel, Monte Carlo Methods in Finance, Wiley, 2002
M. Jackson and M. Staunton, Advanced Modelling in Finance using Excel and VBA, Wiley, 2001
M. S. Joshi, C++ Design Patterns and Derivatives Pricing, Wiley, 2004
A. Lipton, Mathematical methods for foreign exchange: a financial engineer's approach, World Scientific, 2001
J. London, Modeling Derivatives in C++, Wiley, 2004
J. London, Modeling Derivatives Applications in Matlab, C++, and Excel, FT Press, 2006
F. Rouah and G. Vainberg, Option Pricing Models and Volatility using Excel-VBA, Wiley, 2007
C. Sengupta, Financial Modeling Using C++, Wiley, 2007
R. Seydel, Tools for Computational Finance, 2nd edition, Springer, 2004
D. Tavella, Quantitative Methods in Derivatives Pricing: An Introduction to Computational Finance, Wiley, 2004
J. Topper, Financial Engineering with Finite Elements, Wiley, 2005
Y-L. Zhu, X. Wu, I-L. Chern, Derivative Securities and Difference Methods, Springer, 2004
