Sílabos de Finanzas 2025: Instrumenros derivados 2 ( Pablo Navarrete)

A Review of the Generalized Black-Scholes Formula & It’s Application to Different Underlying Assets. Por Burgess, Nicholas

Transición de la tasa de referencia LIBOR a la tasa SOFR en Chile Por ComDer

A Note on Construction of Multiple Swap Curves with and without Collateral. Por Masaaki Fujii, Yasufumi Shimada, Akihiko Takahashi

Interest Rate Instruments and Market Conventions Guide Por Hernard, Marc.

FX volatility smile construction Por Reiswich, Dimitri; Wystup, Uwe.

A Practical Guide to Swap Curve Construction. Por Bank of Canada.

Interpolation Methods for Curve Construction. Por Hagan, Patrick, West, Graeme.

Methods for Constructing a Yield Curve. Por Hagan, Patrick, West, Graeme.

Introduction to Eurodollars: Understanding Convexity Bias. Por CME.

Introducción de los Mercados de Futuros y Opciones Por Hull, John.

Option Pricing and Estimation of Financial Models with R. Por Iacus, Stefano M.

The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin Por Gregory, Jon

Discounting, Libor, CVA and Funding: Interest Rate and Credit Pricing Por Kenyon, Chris; Stamm, Roland

Interest Rate Models: Theory and Practice: with Smile, Inflation and Credit. Por Brigo, Damiano. Mercurio, Fabio.

Introducción a los mercados de futuros y opciones Por Hull, John.

Option Pricing and Estimation of Financial Models with R Por Stefano M. Iacus

The xVA challenge counterparty risk, funding, collateral, capital and initial margin Por Gregory, Jon.

Derivatives markets Por McDonald, Robert L.

Options, futures, and other derivatives Por Hull, John.

Investments Por Bodie, Zvi. Kane, Alex. Marcus, Alan J.

Swaps and other derivatives Por Flavell, Richard.

Interest rate swaps and other derivatives Por Corb, Howard.

Opciones financieras y productos estructurados Por Lamothe Fernández, Prosper. Pérez Somalo, Miguel.

The Complete Guide to Option Pricing Formulas. Por Haug, Espen Gaarder.

How to invest in structured products : a guide for investors and investment advisors Por Blümke, Andreas.

Interest Rate Models: Theory and Practice: with Smile, Inflation and Credit. Por Brigo, Damiano, Mercurio, Fabio.

Financial derivative investments : an introduction to structured products Por Bateson, Richard D.

Understanding credit derivatives and related instruments Por Bomfim, Antúlio Neves.