Modelos em Finanças (1 º Sem 2013/2014)

Bibliografia

Bingham , N. H. and Kiesel, R. , Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives , second edition, Springer., 2004
Björk, Tomas , Arbitrage Theory in Continuous Time , second edition, Oxford University Press. , 2004
Hull, J. , Options, futures and other derivatives , 7th ed., Prentice Hall., 2008
Oksendal, B., Stochastic Differential Equations: An Introduction with Applications , 6th edition, Springer, 2003
The Actuarial Profession, Core Reading for the 2014 examinations, Subject CT8 , Institute and Faculty of Actuaries, 2013