Matemáticas financieras

BAXTER M. and RENNIE A., Financial Calculus: An Introduction to Derivative Pricing, Cambridge University Press, 1996.

BERSTEIN P.L., Capital Ideas: The Improbable Origins of Modern Wall Street, Free Press, N.Y., 1992.

BOWERS N.L. et al., Actuarial mathematics, 2nd edition, Society of Actuaries. 1997.

BUNN D V., Analysis for Optimal Decisions, Wiley, 1982

DEMPSTER M.A.H. and PLISKA S.R., Mathematics of Derivative Securities, C.U.P., 1997.

ELTON E.J. and GRUBER M.J., Modern Portfolio Theory and Investment Analysis, 4th ed., Wiley International, New York, 1991.

GITTINS J.C., Multi-Armed Bandit Allocation Indices, Wiley, 1989.

HILLIER F.S. and LIEBERMAN G.J., Introduction to Operations Research, McGraw-Hill, 1995.

HULL J.C., Options, Futures and Other Derivative Securities, Prentice-Hall International, London, 1993.

MAGILL M. and QUINZII M., The Theory of Incomplete Markets, Vol. 1. MIT Press, Cambridge Mass., 1996.

MCCUTCHEON J.J. and SCOTT W.F., An Introduction to the Mathematics of Finance, Heinemann. 1986.

MCNAMEE P. and CELONA J., Decision Analysis with Supertree, Scientific Press, 1990.

O'BRIEN J. and SRIVASTIVA S., Investments: A Visual Approach, 3 vols. Southwestern College Publishing., Cincinnati, Ohio, 1995.

PLISKA S.R., Introduction to Mathematical Finance: Discrete Time Models, Blackwell, Oxford, 1997.

RAVINDRAN A., PHILLIPS D.J. and SOLBERG J.J., Operations Research, Principles and Practice, Wiley, 1987.

ROSS S.M., Simulation.

ROSS S.M., Introduction to Stochastic Dynamic Programming, Academic Press, 1993.

SIMA P. and BROWN R.P., Mathematics of Finance, McGraw-Hill Ryerson. 1993.

TAHA H.A., Operations Research, An Introduction, Collier-Macmillan, 1976.

TALEB N., Dynamic Hedging, Wiley, 1997.

VALDEZ S., An Introduction to Global Financial Markets, McMillan Press Ltd, 1997.

VARIAN H.R., Intermediate Microeconomics: A Modern Approach, 3rd ed., W.W. Norton, San Francisco, 1993.

WILMOTT P., Derivatives, Wiley, 1998.

WILMOTT P., HOWSON S. and DEWYNNE J., The Mathematics of Financial Derivatives: A Student Introduction, Cambridge University Press, 1995.


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