Bibliografia Detalhada
Cálculo EstocásticoJoão GuerraNotas das aulas teóricas - Texto didáctico2012Numerical Solution of Stochastic Differential EquationsP. E. Kloeden and E. PlatenSpringer1992(Bibliografia Opcional)Arbitrage Theory in Continuous TimeTomas Bjork3rd. Ed., Oxford University Press2009(Bibliografia Opcional)Elementary Stochastic Calculus with Finance in viewT. MikoschWorld Scientific1998Stochastic CalculusDavid NualartLecture Notes on Stochastic Calculus, http://www.math.ku.edu/~nualart/StochasticCalculus.pdf2008Stochastic Differential Equations: An Introduction with ApplicationsB. Oksendal6th. Edition, Springer2003Brownian Motion and Stochastic CalculusI. Karatzas and S. E. Shreve2nd edition, Springer1991(Bibliografia Opcional)Introduction to Stochastic Calculus with ApplicationsF. Klebaner3rd edition, Imperial College Press2012(Bibliografia Opcional)Calculus for Finance II: Continuous-Time ModelsSteven ShreveSpringer2004(Bibliografia Opcional)