Bibliografia

Principal

• Morton, K.W. ; Mayers, D.F. - Numerical Solution of Partial Differential Equations, Cambridge, 2nd ed. (2005) Higham, D.J. - An Introduction to Financial Option Valuation, Cambridge (2004) Brandimarte, P. - Numerical Methods in Finance and Economics, Wiley, 2nd ed. (2006) Atkinson, K. ; Han, W. - Elementary Numerical Analysis, Wiley, 3rd ed. (2004) :

Secundária

• Farlow, S.J. - Partial Differential Equations for Scientists and Engineers, Dover (1993) Boto, J.P. - Introdução ao MATLAB (apontamentos) :