- Artigos cientificos a facultar pela equipa docente durante o trimestre.
- Textos de Apoio teórico/práticos a facultar pela equipa docente durante o trimestre;
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Secundária
Shreve, S., 2004, Stochastic Calculus for Finance II: Continuous-Time Models, Springer.
Rebonato, R., 1998, Interest-rate Option Models, John Wiley & Sons, 2nd edition.
Musiela, M. and M. Rutkowski, 1998, Martingale Methods in Financial Modelling, Springer-Verlag.
Lamberton, D. and B. Lapeyre, 1996, Introduction to Stochastic Calculus Applied to Finance, Chapman & Hall.
James, J, and N. Webber, 2000, Interest Rate Modelling: Financial Engineering, Wiley.
Björk, T., 1988, Arbitrage Theory in Continuous Time, Oxford University Press.
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