programa - Laboratorio de Matemáticas Aplicadas
Examen Final 20%. Bibliografía: P. Wilmott-a, The Mathematics of Financial
Derivatives, Cambridge , 1995. P. Wilmott-b, Paul Wilmott on Quantitative
Finance, vol 1 & 2,John Wiley and Sons, 2000. J.C.Hull, Options ... Malliavin,
Paul, Stochastic calculus of variations in mathematical finance, Springer, 2006.
Sheldon M. Ross ...