AMF Books for 2012
The prescribed books for AMF 2012 are as follows. These have been very kindly supplied by Rand Merchant Bank, so please do not go out and buy them.
“Monte Carlo Methods in Financial Engineering” - by Paul Glasserman
“Stochastic Calculus for Finance 1 : The Binomial Asset Pricing Model” - by Steven E Shreve
“Stochastic Calculus for Finance II : Continuous-Time Models” - by Steven E Shreve
“Options, Futures and Other Derivatives (Seventh Edition)” - by John Hull
“Essential Matlab for Scientists and Engineers (Third Edition)” - by Brian D Hahn