Modelos em Finanças (1 º Sem 2018/2019)

Bibliografia

Principal

• Institute and Faculty of Actuaries, Subject CT8 Financial Economics Core Technical Core Reading for the 2017 exams, Institute and Faculty of Actuaries, 2016
• Guerra, J., Stochastic Calculus for Models in Finance - Lecture Notes. , Lecture Notes, ISEG. , 2013
• J. Hull, Options, futures and other derivatives, 7th ed., Prentice Hall., 2008

Secundária

• Tomas Björk, Arbitrage Theory in Continuous Time, Second edition, Oxford University Press., 2004
• B. Oksendal, Stochastic Differential Equations: An Introduction with Applications, 6th edition, Springer., 2003