Teaching GuideTerm Faculty of Computer Science |
Mestrado Universitario en Enxeñaría Matemática |
Subjects |
Modelos Matemáticos en Finanzas |
Sources of information |
Identifying Data | 2019/20 | |||||||||||||
Subject | Modelos Matemáticos en Finanzas | Code | 614455216 | |||||||||||
Study programme |
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Descriptors | Cycle | Period | Year | Type | Credits | |||||||||
Official Master's Degree | 2nd four-month period |
First | Optional | 6 | ||||||||||
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Basic |
T.Mikosch (1998). Elementary Stochastic Calculus with Finance in View . World Scientific (Singapur) J.C.Hull (2000). Futures and Other Derivatives . PrenticeHall Inc., (New Jersey) P.Wilmott, S.Howison, J.Dewynne (1996). Option Pricing: Mathematical Models and Computation . Oxford Financial Press (Oxford) A.J. McNeal, R. Frey, P. Embrecht (2005 ). Quantitative Risk Management . Princeton Series in Finance P.Wilmott, S.Howison, J.Dewynne (1996). The Mathematics of Financial Derivatives, A Student Introduction. Cambridge University Press (Cambridge) |
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Complementary |
P.G.Zhang (1998). Exotic Options, A guide to second generation options. World Scientific (Singapur) Y.K.Kwok (1998). Mathematical Models of Financial Derivatives . Springer Finance, Springer (Singapur) R.Seydel (2002). Tools for Computational Finance . SpringerVerlag (Berlin) |
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