Bibliografia Detalhada

Calculus for Finance II: Continuous-Time Models
Steven Shreve
Springer
2004
(Bibliografia Opcional)

Introduction to Stochastic Calculus with Applications
F. Klebaner
3rd edition, Imperial College Press
2012
(Bibliografia Opcional)

Brownian Motion and Stochastic Calculus
I. Karatzas and S. E. Shreve
2nd edition, Springer
1991
(Bibliografia Opcional)

Stochastic Differential Equations: An Introduction with Applications
B. Oksendal
6th. Edition, Springer
2003

Stochastic Calculus
David Nualart
Lecture Notes on Stochastic Calculus, http://www.math.ku.edu/~nualart/StochasticCalculus.pdf
2008

Arbitrage Theory in Continuous Time
Tomas Bjork
3rd. Ed., Oxford University Press
2009
(Bibliografia Opcional)

Stochastic Calculus - Lecture Notes
João Guerra
Lecture Notes - Iseg
2016

Elementary Stochastic Calculus with Finance in view
T. Mikosch
World Scientific
1998
(Bibliografia Opcional)