MTF Simulation Methods

Course Notes

Printable course notes for section 1 are here

Printable course notes for section 2 are here

Reading list

This is the main textbook the course is Option Pricing Models and Volatility Using Excel-VBA. It covers the course thoroughly and provides useful support reading for the course, although there a re probably better book for a general introduction to computer programming and numerical methods.

Other textbooks, on numerical methods, which you might find useful are:

Applied Numerical Analysis. This is a Univeristy mathematics textbook which is quite advanced but gives a thorough mathematical background to wide array of numerical methods.

Numerical Recipes in C++. This book has been around for decades, but is a very thorough guide through a large array of basic computer programming tasks in numerical methods. Getting used to another language (C++) is also useful experience.

There are dozens of introductory books on VBA and just googling Teach yourself Excel VBA will give you a massive choice. I would recommend going to the library and browsing for something that suits or just visiting a book shop and picking one that you like the look of.

Youtube videos are also a great source of teaching materials on learning to program