Bibliografia Detalhada

Arbitrage Theory in Continuous Time
Tomas Bjork
Second edition, Oxford University Press.
2004

Stochastic Calculus for Finance, volumes I and II.
S. Shreve
Springer
2000

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

Brownian motion and Stochastic Calculus
I. Karatzas and S. Shreve
Second edition, Springer.
1991
(Bibliografia Opcional)