Bibliografia Detalhada

For the unit 2012/2013 edition: Finite Difference Methods in Financial Engineering: A Partial Differential Equation Approach
Duffy, D. J.
Wiley
2006.

For the unit 2012/2013 edition: Monte Carlo Methods in Financial Engineering - Stochastic Modelling and Applied Probability
Glasserman, P.
Springer
2003.

For the unit 2012/2013 edition: Option Pricing - Mathematical Codels and Computation
Willmot, P., Dewynne, J. & Howison, S.
Oxford Financial Press
1993 (last reprint 1998).
(Bibliografia Opcional)

For the unit 2012/2013 edition: Computational Methods for Option Pricing
Achdou, Y. & Pironneau, O.
SIAM
2005.
(Bibliografia Opcional)

For the unit 2012/2013 edition: Analytical and Numerical Methods for Pricing Financial Derivatives
Sevcovic, D., Stehlikova, B. & Mikula, K.
Nova Science
2011.
(Bibliografia Opcional)