Bibliografia

Principal

• Willmot, P., Dewynne, J., and Howison, S. (1998) Option Pricing - Mathematical models and computation Oxford Financial Press
• Giorgi, Giorgio, Bienvenido Jiménez, and Vicente Novo (2025) Lectures on Mathematics for Economic and Financial Analysis Giorgi, Giorgio, Bienvenido Jiménez, and Vicente Novo. Lectures on Mathematics for Economic and Financial Analysis. Springer, 2025.

Secundária

• Joshi, M. (2003) The Concepts and Pratice of Mathematical Finance Cambridge University Press
• Mikosch, T (2004) Elementary Stochastic Calculus with Finance in View World Scientific