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Bibliografía

P. Wilmott-a, The Mathematics of Financial Derivatives, Cambridge , 1995.
P. Wilmott-b, Paul Wilmott on Quantitative Finance, vol 1 & 2,John Wiley and Sons, 2000.
J.C.Hull, Options, Futures and other Derivatives, Prentice Hall, 2000.
S. Benninga, Financial Modeling, MIT Press, 2000.
J. Johnston & J. Dinardo, Econometric Methods, McGraw Hill, 1997.
S.E. Shreve, Stochastic Calculus for Finance 1, Springer, 2004.
S.E. Shreve, Stochastic Calculus for Finance 2, Springer, 2004.
G. Shafer & V Vovk, Probability and Finance, John Wiley and Sons, 2001.
W. Sharpe, Portfolio and Capital Markets, McGraw Hill, 2000.
M. Bazaraa and C. Shetty, Nonlinear Programming, John Wiley and Sons, 1993.
S. Farlow, Partial Differential Equatios, Dover , 1995.
H. Lee, The oxford guide to financial modelling, Oxford , 2004.
J. Cvitanic & F. Zapatero, Economics and Mathematics of Financial Markets, MIT, 2004.
J. Baz & G. Chacko, Financial Derivatives, Cambridge, 2004.
W. Enders, Applied Econometric Time Series, Wiley, 2004.
Malliavin, Paul, Stochastic calculus of variations in mathematical finance, Springer, 2006.
Sheldon M. Ross, An introduction to mathematical finance : options and other topics, Cambridge University Press, 1999.
Bartholomew-Biggs, Michael C, Nonlinear optimization with financial applications, Kluwer, 2005.
Focardi, Sergio M, The mathematics of financial modeling and investment management, Wiley, 2004.
Christian Bluhm, Ludger Overbeck, Christoph Wagner, An introduction to credit risk modeling, Chapman & Hall, CRC, 2003.
Capinski, Marek, Mathematics for finance : an introduction to financial engineering, New York, Springer, 2003.
Steele, J. Michael, Stochastic calculus and financial applications, New York, Springer, 2001.
Musiela, Marek, Martingale methods in financial modelling, New York, Springer, 1997.
Baxter, Martin, Financial calculus: an introduction to derivative pricing, Cambridge University Press, 1996.
Shiryaev, Albert Nikolaevich, Essentials of stochastic finance : facts, models, theory, World Scientific, 1999.
Mikosch, Thomas, Elementary stochastic calculus with finance in view, World Scientific, 1998.
Elliott, Robert James, Mathematics of financial markets, Springer, 1999.
Tsay, Ruey S., Analysis of financial time series : financial econometrics, Wiley, 2002.
Mills, Terence C., The econometric modelling of financial time series, Cambridge University Press, 1999.
Joshi, Mark Suresh, The Concepts and practice of mathematical finance, Cambridge University Press, 2003.
Pliska, Stanley R., Introduction to mathematical finance : discrete time models, Oxford, Blackwell Publishers, 1997.
Ren-Raw Chen., Understanding and managing interest rate risks, World Scientific, 1996.
Neftci, Salih N, An introduction to the mathematics of financial derivatives, Academic Press, 1996.
Bluhm, Christian, An introduction to credit risk modeling, Chapman & Hall : CRC, 2003.
Robert Merton, Continuous Time Finance, Blackwell, 1992.
Investments, W. Sharpe and G. Alexander, 1990.
Richard C. Grinold, Ronald N. Kahn, Active Portfolio Managment, Grinold and Kahn, McGraw-Hill, 1999.
Edwin J. Elton, Martin J. Gruber, Stephen J. Brown, and William N. Goetzmann, Modern Portfolio Theory and Investment Analysis, Wiley, 2002.
Duffie, Darrell, Dynamic asset : pricing theory, Princeton University Press, 1996.
Harry M. Markowitz, G. Peter Todd, Mean Variance Analysis in Portfolio Choice and Capital Markets, Wiley, 1987.
D. Hanselman, B. Littlefield, Mastering Matlab 7, Prentice Hall, 2005.

Manuales

Financial derivatives toolbox for use with MATLAB, Version 3, The MathWorks, 2004.
GARCH toolbox for use with MATLAB, Version 2.0.1., The MathWorks, 2004.
Financial time series toolbox for use with MATLAB, Version 2.0., The Math Works, 2002.
Financial toolbox for use with MATLAB, Version 2.1.2., The MathWorks, 2000.

Artículos Clásicos

Portfolio Selection, Harry Markowitz, 1959.
An analitic derivation of the efficient portfolio frontier, Robert Merton, J. of Financial and Quantitative Analysis, 1972.
Portfolio Theory and Capital Markets, William Sharpe, 1970.