Bibliografia Detalhada
Calculus for Finance II: Continuous-Time ModelsSteven ShreveSpringer2004(Bibliografia Opcional)Introduction to Stochastic Calculus with ApplicationsF. Klebaner3rd edition, Imperial College Press2012(Bibliografia Opcional)Brownian Motion and Stochastic CalculusI. Karatzas and S. E. Shreve2nd edition, Springer1991(Bibliografia Opcional)Stochastic Differential Equations: An Introduction with ApplicationsB. Oksendal6th. Edition, Springer2003Stochastic CalculusDavid NualartLecture Notes on Stochastic Calculus, http://www.math.ku.edu/~nualart/StochasticCalculus.pdf2008Arbitrage Theory in Continuous TimeTomas Bjork3rd. Ed., Oxford University Press2009(Bibliografia Opcional)Stochastic Calculus - Lecture NotesJoão GuerraLecture Notes - Iseg2016Elementary Stochastic Calculus with Finance in viewT. MikoschWorld Scientific1998(Bibliografia Opcional)