Institute and Faculty of Actuaries (2016) Subject CT8 Financial Economics Core Technical Core Reading for the 2017 exams Institute and Faculty of Actuaries
Guerra, J. (2013) Stochastic Calculus for Models in Finance Lecture Notes, ISEG
Mikosch, T. (1998) Elementary Stochastic Calculus with Finance in view World Scientific
Oksendal, B. (2003) Stochastic Differential Equations: An Introduction with Applications 6th edition, Springer
Hull, J. (2008) Options, futures and other derivatives 7th ed., Prentice Hall.
Björk, Tomas (2004) Arbitrage Theory in Continuous Time second edition, Oxford University Press.