Hull, J. (2008) Options, futures and other derivatives 7th ed., Prentice Hall.

Institute and Faculty of Actuaries (2020) Core Reading for the 2020 exams - CM2 Financial Engineering and Loss Reserving Institute and Faculty of Actuaries

Guerra, J. (2013) Stochastic Calculus for Models in Finance Lecture Notes, ISEG

Secundária

Iacus, Stefano M. (2011) Option Pricing and Estimation of Financial Models with R John Wiley & Sons, Ltd

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)

Mikosch, T (1998) Elementary Stochastic Calculus with Finance in view World Scientific

Björk, Tomas (2004) Arbitrage Theory in Continuous Time second edition, Oxford University Press.

Oksendal, B. (2003) Stochastic Differential Equations: An Introduction with Applications 6th edition, Springer

Institute and Faculty of Actuaries (2016) Subject CT8 Financial Economics Core Technical Core Reading for the 2017 exams Institute and Faculty of Actuaries