Bibliografia Detalhada

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

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

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

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

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