Bibliografia Detalhada

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

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

Arbitrage Theory in Continuous Time
Tomas Bjork
2nd Ed., Oxford University Press
2004
(Bibliografia Opcional)

Continuous martingales and Brownian motion
D. Revuz and M. Yor
Third Edition, Springer
1999
(Bibliografia Opcional)

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

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