Datos Identificativos | 2017/18 | |||||||||||||
Asignatura | Modelos Matemáticos en Finanzas | Código | 614455216 | |||||||||||
Titulación |
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Descriptores | Ciclo | Período | Curso | Tipo | Créditos | |||||||||
Mestrado Oficial | 2º cuadrimestre |
Primeiro | Optativa | 6 | ||||||||||
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Bibliografía básica |
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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Bibliografía complementaria |
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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