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Bibliografía básica
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C. Vázquez (2010). An introduction to Black-Scholes modeling and numerical methods in derivatives pricing. MAT Serie A
D. Brigo, M. Morini, A.Pallavicini (2013). Counterparty credit risk, collateral and funding. Wiley Financial Series
J. Gregory (2010). Counterparty credit risk: the new challenge for global financial markets. Wiley Financial Series
T.Mikosch (1998). Elementary Stochastic Calculus with Finance in View. World Scientific, (Singapur)
P.G.Zhang (1998). Exotic Options, A guide to second generation option. World Scientific (Singapur)
K.Dowd (2005). Measuring market risk. Wiley Financial Series
P.Wilmott, S.Howison, J.Dewynne (1996). Option Pricing: Mathematical Models and Computation. Oxford Financial Press
J.C.Hull (2000). Options, Futures and Other Derivatives. Prentice-Hall Inc., (New Jersey)
A. Pascucci (2011). PDE and martingale methods in option pricing. Bocconi University Press, Springer
P.Wilmott, S.Howison, J.Dewynne (1996). The mathematics of Financial Derivatives, A Student Introduction. Cambridge University Press
R.Seydel (2007). Tools for Computational Finance. Universiteitext, Springer-Verlag
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Asignaturas