Bibliografia

Principal

• - Artigos cientificos a facultar pela equipa docente durante o trimestre. - Textos de Apoio teórico/práticos a facultar pela equipa docente durante o trimestre; :

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. :