{"id":145,"date":"2018-02-20T22:24:20","date_gmt":"2018-02-20T22:24:20","guid":{"rendered":"http:\/\/knop.es\/?page_id=145"},"modified":"2023-05-11T12:20:34","modified_gmt":"2023-05-11T10:20:34","slug":"bibliografias","status":"publish","type":"page","link":"https:\/\/knop.es\/en\/bibliografias\/","title":{"rendered":"Links & Bibliografias"},"content":{"rendered":"

LINKS<\/span><\/h2>\n\n\n\n
\n\n\n\n

Euribor<\/a><\/p>\n\n\n\n

Interest rates<\/a><\/p>\n\n\n\n

Bonds government<\/a><\/p>\n\n\n\n

FX EURUSD spot & forward<\/a><\/p>\n\n\n\n

Volatility FX<\/a><\/p>\n\n\n\n

Rate Swaps interest<\/a><\/p>\n\n\n\n

RECOMMENDED BOOKS BY SUBJECT<\/span><\/h2>\n\n\n\n
\n\n\n\n

DERIVATIVES<\/h3>\n\n\n\n
Title<\/span><\/strong><\/td>Author<\/span><\/strong><\/td>Editorial<\/span><\/strong><\/td><\/tr>
A guide to Credit Derivatives<\/td>Davies<\/td>PWC<\/td><\/tr>
All about hedge funds<\/td>Jaeger<\/td>McGrawlHill<\/td><\/tr>
Barings Bankruptcy<\/td>Zhang<\/td>World<\/td><\/tr>
Black Scholes & Beyond<\/td>Chriss<\/td>Irwin<\/td><\/tr>
Corporate Derivatives<\/td>Triana<\/td>Risk Books<\/td><\/tr>
Credit Default Swaps<\/td>Knop<\/td>Delta<\/td><\/tr>
Credit Derivatives<\/td>Das<\/td>Wiley<\/td><\/tr>
Credit Derivatives<\/td>Tavakoli<\/td>Wiley<\/td><\/tr>
Credit derivatives<\/td>Knop<\/td>Piramide<\/td><\/tr>
Derivatives<\/td>Wilmott<\/td>Wiley<\/td><\/tr>
Derivatives Pricing<\/td>Tavella<\/td>Willey<\/td><\/tr>
Dynamic Hedging<\/td>Taleb<\/td>Wiley<\/td><\/tr>
Efficient methods for valuing interest derivatives<\/td>Pelsser<\/td>Springer<\/td><\/tr>
Equity Derivatives<\/td>Overhaus<\/td>Wiley<\/td><\/tr>
Exotic Options<\/td>Zhang<\/td>World S<\/td><\/tr>
Financial Calculus<\/td>Baxter<\/td>Cambridge<\/td><\/tr>
Financial Derivatives in Theory and Practice<\/td>Hunt<\/td>Wiley<\/td><\/tr>
Finance design<\/td>Knop<\/td>EFA<\/td><\/tr>
Futures and options<\/td>Abascal<\/td>McGrawHill<\/td><\/tr>
Implementing derivatives models<\/td>Clewlow<\/td>Wiley<\/td><\/tr>
Derivative instruments for the Company<\/td>Knop,<\/td>McGrawHill<\/td><\/tr>
Interest Rate Options Models<\/td>Rebonato<\/td>Wiley<\/td><\/tr>
Handbook of Derivative Instruments<\/td>Knop<\/td>Afi<\/td><\/tr>
Derivative markets s\/Indices<\/td>Martin<\/td>Gesmovasa<\/td><\/tr>
Options on financial instruments<\/td>Valero<\/td>Ariel<\/td><\/tr>
Option Theory<\/td>James<\/td>Wiley<\/td><\/tr>
Options Explained<\/td>Tompkins<\/td>MacMillan<\/td><\/tr>
Options, futures and other derivatives<\/td>Hull<\/td>Prentice<\/td><\/tr>
Options, futures and other derivatives<\/td>Hull<\/td>Prentice<\/td><\/tr>
Pricing financial instruments<\/td>Tavella<\/td>Wiley<\/td><\/tr>
Financial Derivatives<\/td>UIMP<\/td>Civitas<\/td><\/tr>
Quantitative Analysis In Financial Markets<\/td>Avellaneda<\/td> World S<\/td><\/tr>
Quantitative Methods in Derivatives Pricing<\/td>Tavella<\/td>Wiley<\/td><\/tr>
Risk Management & Financial Derivatives<\/td>Das<\/td>Irwin<\/td><\/tr>
Short Term futures trading<\/td>Bernstein<\/td>Probus<\/td><\/tr>
Structured Credit Products<\/td>Choudhry<\/td>Wiley<\/td><\/tr>
Structured Products<\/td>Knop<\/td>Wiley<\/td><\/tr>
Swaps & Other Derivatives<\/td>Flaveli<\/td>Wiley<\/td><\/tr>
The complete guide to option pricing formulas<\/td>Gaarder<\/td>McGrawHill<\/td><\/tr>
The European Bond Basis<\/td>Plona<\/td>Irwin<\/td><\/tr>
The Handbook of equity derivatives<\/td>Several<\/td>Wiley<\/td><\/tr>
The Libor Market Model in practice<\/td>Gatarek<\/td>Wiley<\/td><\/tr>
The structured note market<\/td>Peng<\/td>Probus<\/td><\/tr>
The Swaps Compendium<\/td>Euromoney<\/td>Euromoney<\/td><\/tr>
The Treasury Bond Basis<\/td>Burghardt<\/td>Irwin<\/td><\/tr>
Volatility and correlation<\/td>Rebonato<\/td>Wiley<\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n

FIXED INCOME<\/span><\/h3>\n\n\n\n
\n\n\n\n
Title<\/strong><\/span><\/span><\/td>Author<\/strong><\/span><\/span><\/td>Editorial<\/strong><\/span><\/span><\/td><\/tr>
Advanced Fixed Income Analytics<\/td>Phoa<\/td>Fabozzi<\/td><\/tr>
Advances in Fixed Income Valutation<\/td>Several<\/td>Fabozzi<\/td><\/tr>
Analysis of the duration<\/td>Bierwag<\/td>Alliance<\/td><\/tr>
Bond Risk Analysis<\/td>Douglas<\/td>Nyif<\/td><\/tr>
Duration, Convexity and other Risk<\/td>Fabozzi<\/td>Fabozzi<\/td><\/tr>
The Spanish Market for the debt of the State<\/td>Ezquiaga<\/td>Ariel<\/td><\/tr>
Formulae for yield and other<\/td>AIBD<\/td>AIBD<\/td><\/tr>
Inflation Indexed Securities<\/td>Deacon<\/td>Wiley<\/td><\/tr>
Interest Rate Modelling<\/td>Webber<\/td>Wiley<\/td><\/tr>
Handbook of Fixed-Income Instruments<\/td>Knop<\/td>Ariel<\/td><\/tr>
The Bond Bible<\/td>Cohen<\/td>Nyif<\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n

RISKS<\/span><\/h3>\n\n\n\n
\n\n\n\n
Tc hapter<\/span><\/span><\/strong><\/td>Author<\/span><\/strong><\/td>Editorial<\/span><\/strong><\/td><\/tr>
Asset & Liability Management<\/td>Dermine<\/td>Prentice<\/td><\/tr>
Controlling & Managing Interest rate risk<\/td>Cornyn<\/td>Nyif<\/td><\/tr>
Counterparty Credit Risk<\/td>Gregory<\/td>Wiley<\/td><\/tr>
Credit Risk Measurement<\/td>Saunders<\/td>Wiley<\/td><\/tr>
Extreme Financial Risks<\/td>Malevergne, Sornette<\/td>Springer<\/td><\/tr>
Managing Derivative Risks<\/td>Chew<\/td>Wiley<\/td><\/tr>
Market Risk Amendment<\/td>Chorafas<\/td>McGrawHill<\/td><\/tr>
Mastering VaR<\/td>Butler<\/td>Financial T<\/td><\/tr>
Measuring market risk and credit<\/td>Knop<\/td>Ariel<\/td><\/tr>
Quantitative Risk Analysis<\/td>Vose<\/td>Wiley<\/td><\/tr>
Risk Management & Financial Derivatives<\/td>Das<\/td>Irwin<\/td><\/tr>
Risk Management in Banking<\/td>Bessis<\/td>Wiley<\/td><\/tr>
The Bank Credit Analysis HandBook<\/td>Golin<\/td>Wiley<\/td><\/tr>
Value At Risk<\/td>Jorion<\/td>Irwin<\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n

FINANCIAL MATHEMATICS<\/span><\/h3>\n\n\n\n
\n\n\n\n
Title<\/span><\/span><\/strong><\/td>Author<\/span><\/span><\/strong><\/td>Editorial<\/span><\/span><\/strong><\/td><\/tr>
Calculus differential and integral<\/td>Piskunov<\/td>Montaner<\/td><\/tr>
Econometrics of Financial Markets<\/td>Campbell<\/td>Princeton<\/td><\/tr>
Elementary Stochastic calculus<\/td>Mikosch<\/td>World Scientific<\/td><\/tr>
Financial Engineering with finite elements<\/td>Topper<\/td>Wiley<\/td><\/tr>
Form pilot calculus integral<\/td>Flowers<\/td>TebarFlores<\/td><\/tr>
Frequently Asked Questions in Quantitative F.<\/td>Wilmott<\/td>Wiley<\/td><\/tr>
The financial markets and its mathematics<\/td>Jimeno<\/td>Ariel<\/td><\/tr>
Martingale Methods in financial modelling<\/td>Musiela<\/td>Springer<\/td><\/tr>
Mastering financial calculations<\/td>Steiner<\/td>Financial Times<\/td><\/tr>
Mathematics of financial operations<\/td>Luezas<\/td>UNED<\/td><\/tr>
Mathematics for economists<\/td>Prieto<\/td>Cibernos<\/td><\/tr>
Mathematics of financial derivatives<\/td>Neftci<\/td>Academic Press<\/td><\/tr>
Methods of mathematical for the economy<\/td>Borrell<\/td>Piramide<\/td><\/tr>
Monte carlo<\/td>Fishman<\/td>Springer<\/td><\/tr>
Numerical methods in economics<\/td>Judd<\/td>Mit<\/td><\/tr>
Financial operations<\/td>Acute<\/td>Ariel<\/td><\/tr>
Quantitative Finance<\/td>Wilmott<\/td>Wiley<\/td><\/tr>
Quantitative Methods<\/td>Swift, Piff<\/td>Palgrave<\/td><\/tr>
Random Number Generation and MC Methods<\/td>Gentle<\/td>Springer<\/td><\/tr>
The complete Idiots guide to calculus<\/td>Kelley<\/td>Alpha<\/td><\/tr>
The Econometrics of Financial Markets<\/td>Campbell<\/td>Princeton<\/td><\/tr>
The Mathematics of financial derivatives<\/td>Wilmott<\/td>Cambridge<\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n
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\n 5\/5 - (1 vote) <\/div>\n <\/div>","protected":false},"excerpt":{"rendered":"

LINKS Euribor Tipos de inter\u00e9s Bonos gobierno FX EURUSD spot & forward Volatilidad FX Swaps de tipos de interes LIBROS RECOMENDADOS POR TEMA DERIVADOS T\u00edtulo Autor Editorial A guide to Credit Derivatives Davies PWC All about hedge funds Jaeger McGrawlHill… <\/p>\n

Read More Links & Bibliografias<\/span><\/a><\/p>","protected":false},"author":134317148,"featured_media":162,"parent":0,"menu_order":1,"comment_status":"closed","ping_status":"closed","template":"","meta":{"_coblocks_attr":"","_coblocks_dimensions":"","_coblocks_responsive_height":"","_coblocks_accordion_ie_support":"","_crdt_document":"","_joinchat":[],"footnotes":""},"class_list":["post-145","page","type-page","status-publish","has-post-thumbnail","hentry"],"yoast_head":"\nLinks & Bibliografias - Formaci\u00f3n Pr\u00e1ctica en Finanzas - Roberto Knop<\/title>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/knop.es\/en\/bibliografias\/\" \/>\n<meta property=\"og:locale\" content=\"en_GB\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"Links & Bibliografias - Formaci\u00f3n Pr\u00e1ctica en Finanzas - Roberto Knop\" \/>\n<meta property=\"og:description\" content=\"LINKS Euribor Tipos de inter\u00e9s Bonos gobierno FX EURUSD spot & forward Volatilidad FX Swaps de tipos de interes LIBROS RECOMENDADOS POR TEMA DERIVADOS T\u00edtulo Autor Editorial A guide to Credit Derivatives Davies PWC All about hedge funds Jaeger McGrawlHill… Read More Links & Bibliografias\" \/>\n<meta property=\"og:url\" content=\"https:\/\/knop.es\/en\/bibliografias\/\" \/>\n<meta property=\"og:site_name\" content=\"Formaci\u00f3n Pr\u00e1ctica en Finanzas - 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