Links & Bibliografias

LINKS

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Euribor

Tipos de interés

Bonos gobierno

FX EURUSD spot & forward

Volatilidad FX

Swaps de tipos de interes

LIBROS RECOMENDADOS POR TEMA

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DERIVADOS

Título	Autor	Editorial
A guide to Credit Derivatives	Davies	PWC
All about hedge funds	Jaeger	McGrawlHill
Barings Bankruptcy	Zhang	World
Black Scholes & Beyond	Chriss	Irwin
Corporate Derivatives	Triana	Risk Books
Credit Default Swaps	Knop	Delta
Credit Derivatives	Das	Wiley
Credit Derivatives	Tavakoli	Wiley
Derivados de Crédito	Knop	Piramide
Derivatives	Wilmott	Wiley
Derivatives Pricing	Tavella	Willey
Dynamic Hedging	Taleb	Wiley
Efficient methods for valuing interest derivatives	Pelsser	Springer
Equity Derivatives	Overhaus	Wiley
Exotic Options	Zhang	World S
Financial Calculus	Baxter	Cambridge
Financial Derivatives in Theory and Practice	Hunt	Wiley
Finanzas de diseño	Knop	EFA
Futuros y opciones	Abascal	McGrawHill
Implementing derivatives models	Clewlow	Wiley
Instrumentos Derivados para la Empresa	Knop,	McGrawHill
Interest Rate Options Models	Rebonato	Wiley
Manual de Instrumentos Derivados	Knop	Afi
Mercados Derivados s/Indices	Martin	Gesmovasa
Opciones en instrumentos financieros	Valero	Ariel
Option Theory	James	Wiley
Options Explained	Tompkins	MacMillan
Options, futures and other derivatives	Hull	Prentice
Options, futures and other derivatives	Hull	Prentice
Pricing financial instruments	Tavella	Wiley
Productos Financieros Derivados	UIMP	Civitas
Quantitative Analysis In Financial Markets	Avellaneda	World  S
Quantitative Methods in Derivatives Pricing	Tavella	Wiley
Risk Management & Financial Derivatives	Das	Irwin
Short Term futures trading	Bernstein	Probus
Structured Credit Products	Choudhry	Wiley
Structured Products	Knop	Wiley
Swaps & Other Derivatives	Flaveli	Wiley
The complete guide to option pricing formulas	Gaarder	McGrawHill
The European Bond Basis	Plona	Irwin
The Handbook of equity derivatives	Varios	Wiley
The Libor Market Model in practice	Gatarek	Wiley
The structured note market	Peng	Probus
The Swaps Compendium	Euromoney	Euromoney
The Treasury Bond Basis	Burghardt	Irwin
Volatility and correlation	Rebonato	Wiley

RENTA FIJA

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Título	Autor	Editorial
Advanced Fixed Income Analytics	Phoa	Fabozzi
Advances in Fixed Income Valutation	Varios	Fabozzi
Analisis de la duracion	Bierwag	Alianza
Bond Risk Analysis	Douglas	Nyif
Duration, Convexity and other Risk	Fabozzi	Fabozzi
El Mercado español de deuda del Estado	Ezquiaga	Ariel
Formulae for yield and other	AIBD	AIBD
Inflation Indexed Securities	Deacon	Wiley
Interest Rate Modelling	Webber	Wiley
Manual de Instrumentos De Renta Fija	Knop	Ariel
The Bond Bible	Cohen	Nyif

RIESGOS

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Título	Autor	Editorial
Asset & Liability Management	Dermine	Prentice
Controlling & Managing Interest rate risk	Cornyn	Nyif
Counterparty Credit Risk	Gregory	Wiley
Credit Risk Measurement	Saunders	Wiley
Extreme Financial Risks	Malevergne, Sornette	Springer
Managing Derivative Risks	Chew	Wiley
Market Risk Amendment	Chorafas	McGrawHill
Mastering VaR	Butler	Financial T
Medición de riesgos de mercado y crédito	Knop	Ariel
Quantitative Risk Analysis	Vose	Wiley
Risk Management & Financial Derivatives	Das	Irwin
Risk Management in Banking	Bessis	Wiley
The Bank Credit Analysis HandBook	Golin	Wiley
Value At Risk	Jorion	Irwin

MATEMÁTICAS FINANCIERAS

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Título	Autor	Editorial
Calculo diferencial e integral	Piskunov	Montaner
Econometrics of Financial Markets	Campbell	Princenton
Elementary Stochastic calculus	Mikosch	World Scientific
Financial Engineering with finite elements	Topper	Wiley
Formulario practico de calculo integral	Flores	TebarFlores
Frequently Asked Questions in Quantitative F.	Wilmott	Wiley
Los mercados financieros y sus matemáticas	Jimeno	Ariel
Martingale Methods in financial modelling	Musiela	Springer
Mastering financial calculations	Steiner	Financial Times
Matematicas de las operaciones financieras	Luezas	UNED
Matematicas para economistas	Prieto	Cibernos
Mathematics of financial derivatives	Neftci	Academic Press
Metodos matematicos para la economia	Borrell	Piramide
MonteCarlo	Fishman	Springer
Numerical methods in economics	Judd	Mit
Operaciones financieras	Agudo	Ariel
Quantitative Finance	Wilmott	Wiley
Quantitative Methods	Swift, Piff	Palgrave
Random Number Generation and MC Methods	Gentle	Springer
The complete Idiots guide to calculus	Kelley	Alpha
The Econometrics of Financial Markets	Campbell	Princenton
The Mathematics of financial derivatives	Wilmott	Cambridge