Bibliografia

Principal

• . Izmailov, A. e Solodov, M. "Otimização" vols. 1 e 2 IMPA (2014) . Bonnans, J.F et al, "Numerical Optimization: Theoretical and Practical Aspects" Springer Verlag (2006) · Nocedal, J. and Wright, St. "Numerical optimization", Springer Verlag (1999):

Secundária

• Interscience (2001). · Brandimarte, P. "Numerical Methods in Finance: A MATLAB-Based Introduction", Wiley- . Cornu éjols, G. et al. "Optimization in Finance" Cambridge University Press (2007):