Derivados, opciones y futuros (Introductorios)
Wilmott, Paul et.al. The Mathematics of Financial Derivatives. Cambridge: Cambridge University Press, 1995.
Wilmott, Paul. Paul Wilmott Introduces Quantitative Finance. New York: John Wiley, 2001.
Econometría financiera
Campbell, John et.al. The Econometrics of Financial Markets. Princeton: Princeton University Press, 1997.
CAPM y evaluación de activos (asset pricing)
Cochrane, John. Asset Pricing. Princeton: Princeton University Press, 2001.
Econometria (Introductorios)
Judge, George., R. Carter Hill y William Griffiths. (2000). Undergraduate Econometrics. (2da ed.). Wiley.
Kennedy, Peter. (2003). A Guide To Econometrics. (5ta ed.). MIT Press.
Studenmund, A. (2005). Using Econometrics: A Practical Guide. (5ta ed.). Addison Wesley.
Dougherty, Christopher. (2002). Introduction to econometrics. Oxford.
Gujarati, Damodar. (2006). Principios de Econometría. (1ra ed. en español). Mc-GrawHill.
Econometria de Series de Tiempo (Introductorios)
Patterson, Kerry. (2000). An Introduction to Applied Econometrics: a Time Series approach. Palgrave McMillan.
Enders, Walter. (2004). Applied Econometric Time Series. Wiley.
Diebold, Francis. (1999). Elementos de Pronósticos. Thomson.
Johnston, Jack y John Dinardo. (1996). Econometric Methods. McGraw-Hill.
Mercados financieros (desde el punto de vista de la economía)
Danthine, Jean-Pierre and John Donaldson. Intermediate Financial Theory. Englewood Cliffs: Prentice Hall, 2002.
Leroy, Stephen and Jan Werner. Principles of Financial Economics. Cambridge: Cambridge University Press, 2001.
(Paper) Geanakoplos, J.D. 1990. “An Introduction to General Equilibrium with Incomplete Asset Markets,” Journal of Mathematical Economics, 19:1-38.
(Paper) Geanakoplos, J. and Shubik M. 1990. "The Capital Asset Pricing Model as a General Equilibrium with Incomplete Markets." The Geneva Papers on Risk and Insurance Theory, 15(1): 55-71
Finanzas corporativas
Tirole, Jean. The Theory of Corporate Finance. Princeton: Princeton University Press, 2006.
Para MBA
Brealey, Richard and Stewart Myers. Principles of Corporate Finance(R) + Student CD + Corporate Governance Trade Book + Standard & Poor's + Ethics in Finance Powerweb. Boston: McGraw-Hill/Irwin, 2003.
Bodie, Zvi et.al. Investments with S&P Bind-in Card. Boston: McGraw-Hill/Irwin, 2006.
Los cursos del MIT OCW.