LINKS
RECOMMENDED BOOKS BY SUBJECT
DERIVATIVES
| Title | Author | 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 |
| Credit derivatives | 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 |
| Finance design | Knop | EFA |
| Futures and options | Abascal | McGrawHill |
| Implementing derivatives models | Clewlow | Wiley |
| Derivative instruments for the Company | Knop, | McGrawHill |
| Interest Rate Options Models | Rebonato | Wiley |
| Handbook of Derivative Instruments | Knop | Afi |
| Derivative markets s/Indices | Martin | Gesmovasa |
| Options on financial instruments | 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 |
| Financial Derivatives | 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 | Several | 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 |
FIXED INCOME
| Title | Author | Editorial |
| Advanced Fixed Income Analytics | Phoa | Fabozzi |
| Advances in Fixed Income Valutation | Several | Fabozzi |
| Analysis of the duration | Bierwag | Alliance |
| Bond Risk Analysis | Douglas | Nyif |
| Duration, Convexity and other Risk | Fabozzi | Fabozzi |
| The Spanish Market for the debt of the State | Ezquiaga | Ariel |
| Formulae for yield and other | AIBD | AIBD |
| Inflation Indexed Securities | Deacon | Wiley |
| Interest Rate Modelling | Webber | Wiley |
| Handbook of Fixed-Income Instruments | Knop | Ariel |
| The Bond Bible | Cohen | Nyif |
RISKS
| Tc hapter | Author | 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 |
| Measuring market risk and credit | 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 |
FINANCIAL MATHEMATICS
| Title | Author | Editorial |
| Calculus differential and integral | Piskunov | Montaner |
| Econometrics of Financial Markets | Campbell | Princeton |
| Elementary Stochastic calculus | Mikosch | World Scientific |
| Financial Engineering with finite elements | Topper | Wiley |
| Form pilot calculus integral | Flowers | TebarFlores |
| Frequently Asked Questions in Quantitative F. | Wilmott | Wiley |
| The financial markets and its mathematics | Jimeno | Ariel |
| Martingale Methods in financial modelling | Musiela | Springer |
| Mastering financial calculations | Steiner | Financial Times |
| Mathematics of financial operations | Luezas | UNED |
| Mathematics for economists | Prieto | Cibernos |
| Mathematics of financial derivatives | Neftci | Academic Press |
| Methods of mathematical for the economy | Borrell | Piramide |
| Monte carlo | Fishman | Springer |
| Numerical methods in economics | Judd | Mit |
| Financial operations | Acute | 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 | Princeton |
| The Mathematics of financial derivatives | Wilmott | Cambridge |
