BibliografÃa
Análisis Cuantitativo en Finanzas
BibliografÃa Principal
Baxter, M; Rennie, A; Financial Calculus: An Introduction to Derivative Pricing
Hull, J; Options, Futures, and other Derivatives. Prentice - Hall, Inc. 1997.
Shreeve, S; Stochastic Calculus for Finance, Volume I: The Binomial Asset Pricing Model
Shreeve, S; Stochastic Calculus for Finance, Volume II: Continuous-Time Models
Wilmott, P; Howison, P; Dewynne; Option Pricing.
Wilmott, P; Paul Wilmott introduces Quantitative Finance.
BibliografÃa Complementaria
Andersen, L; Piterbarg, V; Interest Rate Models. Vol I-II-III
Brigo, D; Mercurio, F; Interest Rate Models
Duffy, D; Finite Difference Methods in Financial Engeneering
Stefanica, D. A primer for the mathematics of financial engineering. (2nd ed.). New York, NY: Financial Engineering Press. 2011