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Bibliografía básica
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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
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)
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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