Bibliografia Detalhada

Cálculo Estocástico
João Guerra
Notas das aulas teóricas - Texto didáctico
2012

Numerical Solution of Stochastic Differential Equations
P. E. Kloeden and E. Platen
Springer
1992
(Bibliografia Opcional)

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

Elementary Stochastic Calculus with Finance in view
T. Mikosch
World Scientific
1998

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

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

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

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

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