Bibliografia Detalhada
Pricing Financial Instruments: The Finite Difference MethodTavella, Domingo & Randall, KurtWiley2000(Bibliografia Opcional)Arbitrage Theory in Continuous TimeBjork, T.2nd Ed., Oxford University Press2004Option Pricing - Mathematical models and computationWillmot, P., Dewynne, J. & Howison, S.Oxford Financial Press, 1993 (last reprint 1998).1993(Bibliografia Opcional)Brownian Motion and Stochastic CalculusKaratzas, I. & Shreve, S. E.2nd edition, Springer1991Stochastic Differential Equations: An Introduction with ApplicationsOksendal, B.6th. Edition, Springer2003