Bibliografia Detalhada

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

Brownian Motion and Stochastic Calculus
Karatzas, I. & Shreve, S. E.
2nd edition, Springer
1991

Option Pricing - Mathematical models and computation
Willmot, P., Dewynne, J. & Howison, S.
Oxford Financial Press, 1993 (last reprint 1998).
1993
(Bibliografia Opcional)

Arbitrage Theory in Continuous Time
Bjork, T.
2nd Ed., Oxford University Press
2004

Pricing Financial Instruments: The Finite Difference Method
Tavella, Domingo & Randall, Kurt
Wiley
2000
(Bibliografia Opcional)