Bibliografia Detalhada
For the unit 2012/2013 edition: Finite Difference Methods in Financial Engineering: A Partial Differential Equation ApproachDuffy, D. J.Wiley2006.For the unit 2012/2013 edition: Monte Carlo Methods in Financial Engineering - Stochastic Modelling and Applied ProbabilityGlasserman, P.Springer2003.For the unit 2012/2013 edition: Option Pricing - Mathematical Codels and ComputationWillmot, P., Dewynne, J. & Howison, S.Oxford Financial Press1993 (last reprint 1998).(Bibliografia Opcional)For the unit 2012/2013 edition: Computational Methods for Option PricingAchdou, Y. & Pironneau, O.SIAM2005.(Bibliografia Opcional)For the unit 2012/2013 edition: Analytical and Numerical Methods for Pricing Financial DerivativesSevcovic, D., Stehlikova, B. & Mikula, K.Nova Science2011.(Bibliografia Opcional)