Bibliografia

Principal

  • Guerra, J. (2013) Stochastic Calculus for Models in Finance Lecture Notes, ISEG
  • Institute and Faculty of Actuaries (2020) Core Reading for the 2020 exams - CM2 Financial Engineering and Loss Reserving Institute and Faculty of Actuaries
  • Hull, J. (2008) Options, futures and other derivatives 7th ed., Prentice Hall.

Secundária

  • Institute and Faculty of Actuaries (2016) Subject CT8 Financial Economics Core Technical Core Reading for the 2017 exams Institute and Faculty of Actuaries
  • Oksendal, B. (2003) Stochastic Differential Equations: An Introduction with Applications 6th edition, Springer
  • Björk, Tomas (2004) Arbitrage Theory in Continuous Time second edition, Oxford University Press.
  • Mikosch, T (1998) Elementary Stochastic Calculus with Finance in view World Scientific
  • Venables, W.N., Smith, D.M. and the R Core Team (2019) An Introduction to R Notes on R: A Programming Environment for Data Analysis and Graphics Version 3.6.1 (2019-07-05)
  • Iacus, Stefano M. (2011) Option Pricing and Estimation of Financial Models with R John Wiley & Sons, Ltd