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Bibliografía básica
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I. Achdou, O. Pironneau (2005). Computational methods for options pricing. SIAM
J.C.Hull (2000). Options, Futures and Other Derivatives. Prentice-Hall Inc., (New Jersey)
T.Mikosch (1998). Elementary Stochastic Calculus with Finance in View. World Scientific, (Singapur)
C.W. Oosterlee, L.A. Grzelak, A. Leitao (2021). Modelos matemáticos y métodos numéricos en finanzas cuantitativas. Editorial Aula Magna
A. Pascucci (2011). PDE and martingale methods in option pricing. Bocconi University Press, Springer
R.Seydel (2007). Tools for Computational Finance. Universiteitext, Springer-Verlag
C. Vázquez (2010). An introduction to Black-Scholes modeling and numerical methods in derivatives pricing. MAT Serie A
P.Wilmott, S.Howison, J.Dewynne (1996). The mathematics of Financial Derivatives, A Student Introduction. Cambridge University Press
P.Wilmott, S.Howison, J.Dewynne (1996). Option Pricing: Mathematical Models and Computation. Oxford Financial Press
P.G.Zhang (1998). Exotic Options, A guide to second generation option. World Scientific (Singapur)
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