Página personal de Miguel Delfiner 

Home Up

 

Editoriales
Revistas
Riesgo
Derivados
Divulgacion
Journals y WP
Corporativa

Derivados Financieros

Essentials of Stochastic Finance : Facts, Models, Theory        The Complete Guide to Option Pricing Formulas        Arbitrage Theory in Continuous Time       

Paul Wilmott on Quantitative Finance, 2 Volume Set        Volatility and Correlation in the Pricing of Equity, FX and Interest-Rate Options        Pricing Derivative Securities: An Interactive, Dynamic Environment with Maple V and Matlab            Pricing Financial Instruments: The Finite Difference Method 

Measuring Market Risk with Value at Risk            Options on Foreign Exchange        Building Financial Derivatives Applications with C++           Interest Rate Modelling   

  Volatility : New Estimation Techniques for Pricing Derivatives                       

       

 

Matemáticas de Finanzas

New Directions in Mathematical Finance             Modelling Extremal Events for Insurance and Finance            An Introduction to Econophysics: Correlations and Complexity in Finance             Essentials of Stochastic Finance : Facts, Models, Theory
  
Financial Calculus            Mathematical Models of Financial Derivatives             Martingale Methods in Financial Modelling               Robert C. Merton: Continuous-Time Finance    

Dynamic Asset Pricing Theory            Modelling Financial Derivatives with Mathematica