Bibliografía recomendada
- “Los Mercados Financieros y sus Matemáticas”. Juan Pablo Jimeno. Ariel Economía,
- “The Handbook of Fixed Income Securities”. Frank J. Fabozzi. McGraw-Hill, 2001.
- “Options, Futures and Other Derivatives”. John C. Hull. 7th Edition
- “Opciones y futuros de renta variable: Manual práctico”. Enrique Castellanos Hernán. BME.2011. (https://www.meff.es/esp/Sobre-Nosotros/Libro-de-Opciones-y-Futuros-de-Renta-Variable)
- “Gestión Activa de carteras de renta fija: un enfoque práctico”. Mario Bajo y Emilio Rodríguez. BME.2014.
- “Foreign Exchange: A Practical Guide to the FX Markets”. Wiley Finance. Tim Weithers. 2006.
- “Standards of Practice Handbook”, 9th edition, Charlottesville, Virginia: CFA Institute, 2005.
- “Handbook of Alternative Assets”, 2nd edition, Anson, Mark. New York: Wiley, 2006.
- “Handbook of Hedge Funds”. L’Habitant, François-Serge. John Wiley & Sons, 2006.
- “Inversiones Alternativas: Otras formas de gestionar la rentabilidad”, Rafael Hurtado y Francisco López. Colección Edirectivos, 2008.
- “Behavioural Investing: A Practitioners Guide to Applying Behavioural Finance”, James Montier. The Wiley Finance Series, 2007.
- Eurex & EuroNext. Contract specifications for STIR future & bond future.
- ”Options volatility and pricing”. Sheldon Natenberg. McGraw Hill. 1994
- “Volatility in the Capital Markets”. Israel Nelken, 1997
- “The fundamentals of Risk Measurement”. Chris Marrison, 2002.
- “The European Bond Basis: An In-Depth Analysis for Hedgers, Speculators, & Arbitrageurs”. Christopher Plona. McGraw-Hill. 1996
- “Principles of Financial Engineering”. Salih N. Neftci. Academic Press Advanced Finance. 2004.
- “Hedge Funds: Quantitative Insights”, L’Habitant, François-Serge. John Wiley & Sons, 2004.
- “Hedge Funds Risk Fundamentals.” Solving the Risk Management and Transparency Challenge. Richard Horwitz. Bloomberg, 2004.
- “Handbook of Exotic Options: Instruments, Analysis, and Application”. McGraw-Hill. Israel Nelken. 1995
- “Funds of Hedge Funds: Performance, Assessment, Diversification and Statistical Properties”. Greg N. Gregoriou. BH, 2006.
- “Finanzas de diseño. Manual de productos estructurados”. Escuela de Finanzas Aplicadas. Roberto Knop. 2000.
- “Dynamic Hedging: Managing Vanilla and Exotic Options”. Wiley Finance. Nassim Nicholas Taleb. 1997
- “Credit Derivatives Instruments, Applications, And Pricing”. F. Fabozzi. Wiley Finance. 2004.
- “An introduction to the Mathematics of Financial Derivatives”. Salih N. Neftci. Academic Press.1996.
- "Private Equity as an Asset Class". Guy Fraser-Sampson.Wiley Finance. 2007.
- "Hedge Funds: Quantitative Insights", L’Habitant, François-Serge. John Wiley & Sons, 2009.
- "Hedge Funds Risk Fundamentals. Solving the Risk Management and Transparency Challenge". Richard Horwitz. Bloomberg, 2004.
- “The Complete Guide to Option Pricing Formulas”. Espen Gaarder Haug. McGraw-Hill. 2006.
- “RISKMETRICS™ – Technical Document”. J.P. Morgan/Reuters. Fourth Edition, 1996.
- “Vivir del Trading”. Alexander Elder. Netbiblo.2004.
