Bibliografia

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

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, 2011, Martingale Methods in Financial Modelling, 2nd edition, Springer. Lamberton, D. and B. Lapeyre, 2007, Introduction to Stochastic Calculus Applied to Finance, 2nd edition, Chapman & Hall. James, J, and N. Webber, 2000, Interest Rate Modelling: Financial Engineering, Wiley. Brigo, D. and F. Mercurio, 2006, Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit, 2006, 2nd edition, Springer. Björk, T., 2009, Arbitrage Theory in Continuous Time, 3rd edition, Oxford University Press. :