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