Practical training in Finance – Roberto Knop

Links & Bibliografias



Interest rates

Bonds government

FX EURUSD spot & forward

Volatility FX

Rate Swaps interest



A guide to Credit DerivativesDaviesPWC
All about hedge fundsJaegerMcGrawlHill
Barings BankruptcyZhangWorld
Black Scholes & BeyondChrissIrwin
Corporate DerivativesTrianaRisk Books
Credit Default SwapsKnopDelta
Credit DerivativesDasWiley
Credit DerivativesTavakoliWiley
Credit derivativesKnopPiramide
Derivatives PricingTavellaWilley
Dynamic HedgingTalebWiley
Efficient methods for valuing interest derivativesPelsserSpringer
Equity DerivativesOverhausWiley
Exotic OptionsZhangWorld S
Financial CalculusBaxterCambridge
Financial Derivatives in Theory and PracticeHuntWiley
Finance designKnopEFA
Futures and optionsAbascalMcGrawHill
Implementing derivatives modelsClewlowWiley
Derivative instruments for the CompanyKnop,McGrawHill
Interest Rate Options ModelsRebonatoWiley
Handbook of Derivative InstrumentsKnopAfi
Derivative markets s/IndicesMartinGesmovasa
Options on financial instrumentsValeroAriel
Option TheoryJamesWiley
Options ExplainedTompkinsMacMillan
Options, futures and other derivativesHullPrentice
Options, futures and other derivativesHullPrentice
Pricing financial instrumentsTavellaWiley
Financial DerivativesUIMPCivitas
Quantitative Analysis In Financial MarketsAvellaneda World S
Quantitative Methods in Derivatives PricingTavellaWiley
Risk Management & Financial DerivativesDasIrwin
Short Term futures tradingBernsteinProbus
Structured Credit ProductsChoudhryWiley
Structured ProductsKnopWiley
Swaps & Other DerivativesFlaveliWiley
The complete guide to option pricing formulasGaarderMcGrawHill
The European Bond BasisPlonaIrwin
The Handbook of equity derivativesSeveralWiley
The Libor Market Model in practiceGatarekWiley
The structured note marketPengProbus
The Swaps CompendiumEuromoneyEuromoney
The Treasury Bond BasisBurghardtIrwin
Volatility and correlationRebonatoWiley


Advanced Fixed Income AnalyticsPhoaFabozzi
Advances in Fixed Income ValutationSeveralFabozzi
Analysis of the durationBierwagAlliance
Bond Risk AnalysisDouglasNyif
Duration, Convexity and other RiskFabozziFabozzi
The Spanish Market for the debt of the StateEzquiagaAriel
Formulae for yield and otherAIBDAIBD
Inflation Indexed SecuritiesDeaconWiley
Interest Rate ModellingWebberWiley
Handbook of Fixed-Income InstrumentsKnopAriel
The Bond BibleCohenNyif


Tc hapterAuthorEditorial
Asset & Liability ManagementDerminePrentice
Controlling & Managing Interest rate riskCornynNyif
Counterparty Credit RiskGregoryWiley
Credit Risk MeasurementSaundersWiley
Extreme Financial RisksMalevergne, SornetteSpringer
Managing Derivative RisksChewWiley
Market Risk AmendmentChorafasMcGrawHill
Mastering VaRButlerFinancial T
Measuring market risk and creditKnopAriel
Quantitative Risk AnalysisVoseWiley
Risk Management & Financial DerivativesDasIrwin
Risk Management in BankingBessisWiley
The Bank Credit Analysis HandBookGolinWiley
Value At RiskJorionIrwin


Calculus differential and integralPiskunovMontaner
Econometrics of Financial MarketsCampbellPrinceton
Elementary Stochastic calculusMikoschWorld Scientific
Financial Engineering with finite elementsTopperWiley
Form pilot calculus integralFlowersTebarFlores
Frequently Asked Questions in Quantitative F.WilmottWiley
The financial markets and its mathematicsJimenoAriel
Martingale Methods in financial modellingMusielaSpringer
Mastering financial calculationsSteinerFinancial Times
Mathematics of financial operationsLuezasUNED
Mathematics for economistsPrietoCibernos
Mathematics of financial derivativesNeftciAcademic Press
Methods of mathematical for the economyBorrellPiramide
Monte carloFishmanSpringer
Numerical methods in economicsJuddMit
Financial operationsAcuteAriel
Quantitative FinanceWilmottWiley
Quantitative MethodsSwift, PiffPalgrave
Random Number Generation and MC MethodsGentleSpringer
The complete Idiots guide to calculusKelleyAlpha
The Econometrics of Financial MarketsCampbellPrinceton
The Mathematics of financial derivativesWilmottCambridge
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