Alberto,
What you are talking about is a tapered splice, which is becoming more and more common among racers and other high tech purchasers. Both to save money and to reduce weight.
I am sure someone here can give you instructions on how to do this type of works, and I would assume Brion's books, videos and tutorials would cover them in depth. But a quick down and dirty example can be found here
http://www.neropes.com/SPL_DoubleHitechTaper.aspx