Finanzas en 50 artículos for the quantitative analyst (tomo I)

En el Colegio de Matemáticas Bourbaki creemos que para dedicarse a las finanzas cuantitativas es indispensable conocer algunas de las fuentes originales y por eso hemos propuesto una lista que haga un recuento de las Matemáticas Financieras en 50 artículos for the quantitative analyst, trader, risk manager, quant, etc.

El Director de Bourbaki Finanzas Gerardo Hernandez-del-Valle ha propuesto una lista con los 50 artículos indispensables para cualquier interesado en Matemáticas Financieras y sus aplicaciones.

En este artículo les compartimos desordenadamente 25 de ellos los cuales son una parte de la bibliografía que recibirán nuestros estudiantes en los cursos:

1. Track de Finanzas Cuantitativas
2. Aplicaciones Financieras de ML & AI
3. Las matemáticas de los Mercados Financieros
4. Deep Learning for Finance

25 artículos indispensables para las Finanzas Cuantitativas

1. Engle, Robert F. 1982. "Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation." Econometrica 50 (4): 987-1008.
2. Black, Fischer, and Myron Scholes. 1973. "The Pricing of Options and Corporate Liabilities." Journal of Political Economy 81 (3): 637-654.
3. Markowitz, Harry. 1952. "Portfolio Selection." The Journal of Finance 7 (1): 77-91.
4. Fama, Eugene F. 1970. "Efficient Capital Markets: A Review of Theory and Empirical Work." The Journal of Finance 25 (2): 383-417.
5. Modigliani, Franco, and Merton H. Miller. 1958. "The Cost of Capital, Corporation Finance, and the Theory of Investment." The American Economic Review 48 (3): 261-297.
6. Sharpe, William F. 1964. "Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk." The Journal of Finance 19 (3): 425-442.
7. Jensen, Michael C., and William H. Meckling. 1976. "Theory of the Firm: Managerial Behavior, Agency Costs and Ownership Structure." Journal of Financial Economics 3 (4): 305-360.
8. Merton, Robert C. 1973. "Theory of Rational Option Pricing." The Bell Journal of Economics and Management Science 4 (1): 141-183.
9. Ross, Stephen A. 1976. "The Arbitrage Theory of Capital Asset Pricing." Journal of Economic Theory 13 (3): 341-360.
10. Black, Fischer, and Robert Litterman. 1992. "Global Portfolio Optimization." Financial Analysts Journal 48 (5): 28-43.
11. Cox, John C., Stephen A. Ross, and Mark Rubinstein. 1979. "Option Pricing: A Simplified Approach." Journal of Financial Economics 7 (3): 229-263.
12. Breeden, Douglas T. 1979. "An Intertemporal Asset Pricing Model with Stochastic Consumption and Investment Opportunities." Journal of Financial Economics 7 (3): 265-296.
13. Vasicek, Oldřich A. 1977. "An Equilibrium Characterization of the Term Structure." Journal of Financial Economics 5 (2): 177-188.
14. Fama, Eugene F., and Kenneth R. French. 1992. "The Cross-Section of Expected Stock Returns." Journal of Finance 47 (2): 427-465.
15. Cox, John C., Jonathan E. Ingersoll, and Stephen A. Ross. 1985. "A Theory of the Term Structure of Interest Rates." Econometrica 53 (2): 385-407.
16. Black, Fischer. 1976. "The Dividend Puzzle." The Journal of Portfolio Management 2 (2): 5-8.
17. Lintner, John. 1965. "The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets." The Review of Economics and Statistics 47 (1): 13-37.
18. Leland, Hayne E., and David H. Pyle. 1977. "Information Asymmetries, Financial Structure, and Financial Intermediation." The Journal of Finance 32 (2): 371-387.
19. Merton, Robert C. 1974. "On the Pricing of Corporate Debt: The Risk Structure of Interest Rates." The Journal of Finance 29 (2): 449-470.
20. Miller, Merton, and Franco Modigliani. 1961. "Dividend Policy, Growth, and the Valuation of Shares." The Journal of Business 34 (4): 411-433.
21. Cox, John C., and Mark Rubinstein. 1985. "Options Markets." Englewood Cliffs, NJ: Prentice-Hall.
22. Shiller, Robert J. 1981. "Do Stock Prices Move Too Much to Be Justified by Subsequent Changes in Dividends?" The American Economic Review 71 (3): 421-436.Duffie, Darrell, and Kenneth Singleton. 1999. "Modeling Term Structures of Defaultable Bonds." The Review of Financial Studies 12 (4): 687-720.
23. Merton, Robert C. 1973. "An Intertemporal Capital Asset Pricing Model." Econometrica 41 (5): 867-887.
24. Stiglitz, Joseph E., and Andrew Weiss. 1981. "Credit Rationing in Markets with Imperfect Information." The American Economic Review 71 (3): 393-410.
25. Campbell, John Y., and Robert J. Shiller. 1988. "The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors." The Review of Financial Studies 1 (3): 195-228.

Oferta académica

• Track de Ciencia de Datos. (49 semanas).
• Machine Learning & AI for the Working Analyst ( 12 semanas).
• Matemáticas para Ciencia de Datos ( 24 semanas).
• Especialización en Deep Learning. (12 semanas).
• Track de Finanzas Cuantitativas (49 semanas)
• Aplicaciones Financieras De Machine Learning E IA ( 12 semanas).
• Las matemáticas de los mercados financieros (24 semanas).
• Deep Learning for Finance (12 semanas).

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